A methodological investigation of risk exposure of bank off-balance sheet loan commitment activities

This study provides further empirical evidence of capital market reactions to the growth and riskiness of bank off-balance sheet loan commitment activities. Previous studies have ignored the impact of regulation on the measurement of bank risk. In this research Ronn-Verma (1986) and Gorton-Santomero...

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Veröffentlicht in:The Quarterly review of economics and finance 1994-10, Vol.34 (3), p.283-299
Hauptverfasser: Hassan, M.Kabir, Sackley, William H.
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Sprache:eng
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