bank capital adequacy ratios / bank balance sheet variables / real estate lending / bank fails / large failed banks / bank risk / final product / real estate activity / banks’accounting capital / bank risk taking / bank issuance / bank / financial services / bank risk measures / federal bank supervisors / potential solution / bank deposits / banks / bank subsidiary / bank financial condition / historical accounting data / high energy prices / insurance firms / large bank subsidiary / deposit insurance / required accounting data / bank affiliation / bank manipulation / problem banks / deposit insurance fund / bank condition / reported accounting figures / bank distress / bank-like supervision / /
Organization
Comptroller of the Currency / Douglas D. Evanoff Research Department / US Federal Reserve / Federal Deposit Insurance Corporation / Federal Reserve Bank of Atlanta / Federal Reserve Bank of Chicago / /
Person
George Simler / Nancy Andrews / Douglas D. Evanoff / Larry D. Wall / Robert Moore / Mark Flannery / Julapa Jagtiani / Anthony Saunders / Jeffrey Gunther / Robert Bliss / George Kaufman / Mike Murawski / /
Federal Reserve Bank of Chicago Sub-debt yield spreads as bank risk measures By: Douglas D. Evanoff and