Leverage Ratio: An Empirical Study of The European Banking System
Jatin Dhingra . Kartikeya Singh . Siddhartha P. Chakrabarty
Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati-781039, India, E-mail: dhingra18@ alumni.iitg.ac.in, Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati-781039, India, E-mail: kartikey18c@ alumni.iitg.ac.in, Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati-781039, India, E-mail: pratim@ iitg.ac.in, Phone: +91-361-2582606
Received in final form on September 25, 2022
Abstract
This paper empirically analyzes a dataset published by the European Banking Authority. Our main aim was to study how the Leverage Ratio is affected by adverse financial scenarios. This was be followed by observing how Leverage Ratio exposures are correlated to various other financial variables and how various regression techniques can be used to explain the correlation.
Keywords
Leverage ratio, Financial variables, Correlation.
Cite This Article
Jatin Dhingra, Kartikeya Singh, Siddhartha P. Chakrabarty, Leverage Ratio: An Empirical Study of The European
Banking System, J. Innovation Sciences and Sustainable Technologies, 2(4)(2022), 197-210.
https://doie.org/10.0213/JISST.2023871530
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