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Financial Analytics: Science and Experience
 

Pricing variables of bank capital: a cross-country analysis of its significance and leverage

Vol. 7, Iss. 23, JUNE 2014

Available online: 13 June 2014

Subject Heading: Stock market

JEL Classification: 

Pages: 44-55

Patrakeev A.A. Rostov State Economic University, Rostov-on-Don, Russian Federation
alex.patrakeyev@gmail.com

The article provides a sample analysis of 292 global public banks based on economic and statistical tools within the framework of a regression analysis with purpose of developing of a comparative valuation approach methodology. The authors point out that the research resulted in substantiation of significance and intensity of pricing variable impact on regression equation basis. The article pays a particular attention to substantiation of initial set of the analyzed model variables.

Keywords: public bank, capital, regression model, bank value assessment, comparative valuation

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