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Accounting, regulatory metrics and banks’ performance: An exploratory analysis and implications for risk management

Webinar: Moody's Analytics

The panel

  • Sidhartha Dash, Research director, Chartis
  • Jing Zhang, Managing director and Global head of research and modeling, Moody’s Analytics
  • Moderator: John Anderson, Contributing editor, Risk.net

Has the time come to look beyond return on equity (ROE) as the best indicator of a bank’s performance?

That question was very much on the minds of Moody’s Analytics researchers as they empirically tested the relationship between accounting and regulatory measures and banks’ subsequent performances.

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.

This webinar explores the desirability of ROE as a performance indicator, as well as:

  • The best metrics to gauge performance
  • Whether regulatory capital is a useful measurement
  • The advantages of economic capital as a measurement
  • Correlating accounting and regulatory metrics with bank performance

 

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