Online Appendix for 'Economic Consequences of the AOCI Filter Removal for Advanced Approaches Banks'

15 Pages Posted: 11 Jan 2019

See all articles by Sehwa Kim

Sehwa Kim

Columbia University - Columbia Business School

Seil Kim

Baruch College, City University of New York

Stephen G. Ryan

New York University (NYU) - Leonard N. Stern School of Business

Date Written: January 7, 2019

Abstract

This is an Online Appendix to "Economic Consequences of the AOCI Filter Removal for Advanced Approaches Banks", available at: https://ssrn.com/abstract=3071942.



Keywords: banks; regulation; regulatory capital; AOCI filter; investment securities

JEL Classification: G21, G28, M41, M48

Suggested Citation

Kim, Sehwa and Kim, Seil and Ryan, Stephen G., Online Appendix for 'Economic Consequences of the AOCI Filter Removal for Advanced Approaches Banks' (January 7, 2019). Available at SSRN: https://ssrn.com/abstract=3312275 or http://dx.doi.org/10.2139/ssrn.3312275

Sehwa Kim

Columbia University - Columbia Business School ( email )

3022 Broadway
New York, NY 10027
United States

Seil Kim (Contact Author)

Baruch College, City University of New York ( email )

One Bernard Baruch Way, Box B12-225
New York, NY 10010
United States

Stephen G. Ryan

New York University (NYU) - Leonard N. Stern School of Business ( email )

44 West 4th Street, Suite 10-73
New York, NY 10012-1118
United States
212-998-0020 (Phone)

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