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Robert Bock

University of Edinburgh

Old College

South Bridge

Edinburgh, Scotland EH8 9JY

United Kingdom

  • University of Edinburgh

SCHOLARLY PAPERS

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Scholarly Papers (1)

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Impact of IFRS 9 on the Cost of Funding of Banks in Europe

Bank of England Working Paper No. 851, January 2020
Number of pages: 34 Posted: 17 Jan 2020
Mahmoud Fatouh, Robert Bock and Jamal Ouenniche
Bank of England, University of Edinburgh and University of Edinburgh
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Citation 4

Abstract:

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IFRS 9, low-risk anomaly, cost of funding, cost of equity, leverage, expected loss model, asset beta