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Leverage Ratio: An empirical study of the European banking system

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  • Jatin Dhingra
  • Kartikeya Singh
  • Siddhartha P. Chakrabarty

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.

Suggested Citation

  • Jatin Dhingra & Kartikeya Singh & Siddhartha P. Chakrabarty, 2022. "Leverage Ratio: An empirical study of the European banking system," Papers 2206.12095, arXiv.org.
    • Handle: RePEc:arx:papers:2206.12095
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    References listed on IDEAS

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