RiskTech Forum

Accounting, Regulatory Metrics, and Banks’ Performance: An Exploratory Analysis and Implications for Risk Management

Source: Risk.net


Venue:
Online Event
Address:
Webinar
Date:
Thursday 25 January 2018, 16:00 GMT

Has the time come to look beyond Return on Equity as the best indicator of a bank’s performance?

That question was very much on the mind of Moody’s Analytics researchers as they empirically tested the relationship between accounting and regulatory measures (such as CET1 ratio, leverage ratio, coverage ratio, and NPL) and banks’ subsequent performance.

The research found some surprising results.

For example, a simple metric related to credit risk stands out as the most informative measure for the banks studied. From this study, there are also other implications for banks’ risk management practices.

In this webinar, we will explore the desirability of ROE as a performance indicator, as well as:

Presented by:

Find out more about this event.


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