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Showing 1 to 1 of 1 for “"standardized leverage ratio"”.

  1. Leverage Adjustment and Credit Risk

    He, WeiThe Graduate School and University Center of The City University of New York2019

    … risk.</p> <p><strong>Ⅰ:</strong> We standardize leverage ratio by underlying business risk. The methodology of standardization follows the assumption that asset value follows a geometric Brownian motion. We find that by standardizing book leverage ratio, standardized leverage ratio can be …

    cuny-grad Repository record