1 edition of **Deficit-savings ratios as indicators of interest-rate pressure** found in the catalog.

Deficit-savings ratios as indicators of interest-rate pressure

- 195 Want to read
- 21 Currently reading

Published
**1983**
by Board of Governors of the Federal Reserve System in Washington, D.C
.

Written in English

- Interest rates,
- Interest rates -- Mathematical models

**Edition Notes**

Statement | by Gerard Caprio [et al.] |

Series | International finance discussion papers -- no. 234 |

Contributions | Caprio, Gerard, Board of Governors of the Federal Reserve System (U.S.) |

The Physical Object | |
---|---|

Pagination | 36 p. in various pagings ; |

Number of Pages | 36 |

ID Numbers | |

Open Library | OL15575119M |

Negative real short-term interest rates imply that the inflation rate exceeds the existing nominal interest rate. Under these conditions, savers may not perceive saving to be worthwhile because interest rates are too low, and borrowers may borrow . Deficits, Interest Rates and the Fed. has just been published as “Deficits, Interest Rates and Taxes: particularly since steeper yield curves are a bullish leading indicator.

Currently, the month trailing price-earnings ratio of S&P companies is traded at , which is much higher than the historical average of since Many market participants are becoming more concerned about this expensive valuation, but others think the stocks are pricey for good reason. The one-week ratio is a leading indicator for the Vickers trailing eight-week sell/buy ratio, which just fell to Again, anything below 2 is bullish, and we are pretty close.

The price pressure and interest rate are found to be strong predictors for stock return. Abstract We investigate whether stock returns of international markets are predictable from a range of fundamentals including key financial ratios (dividend-price ratio, dividend-yield, earnings-price ratio, dividend-payout ratio), technical indicators Cited by: 7. The tier 1 capital ratio had risen to % by 31 December, a figure consistent with most of Bendigo and Adelaide's larger competitors in the current environment. Pricing measures. One has to be careful applying common pricing ratios like the price-to-earnings ratio (PER) and dividend yield in assessing a bank stock's attractiveness.

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Deficit-Savings Ratios as Indicators of Interest-Rate Pressure: A Collection of Notes Author: Gerard Caprio, Dale W. Henderson, Peter Hooper, Raymond Lubitz and Steven A.

Symansky Created Date: 10/21/ AM. Additional Physical Format: Print version: Caprio, Gerard. Deficit-savings ratios as indicators of interest-rate pressure (OCoLC) Material Type.

Deficit-savings ratios as indicators of interest-rate pressure (OCoLC) Online version: Deficit-savings ratios as indicators of interest-rate pressure. Washington, D.C.: Board of Governors of the Federal Reserve System, (OCoLC) Material Type: Government publication, National government publication, Internet resource.

Enter the password to open this PDF file: Cancel OK. File name:. During the punctures the pressure in the apparatus was recorded in the range smaller than 10−5 up to 5 10−3 Torr. The penetrated air was collected by a Toepler pump and also measured.

Gerard Caprio & Dale W. Henderson & other, "Deficit-savings ratios as indicators of interest-rate pressure: a collection of notes," International Finance Discussion PapersBoard of Governors of the Federal Reserve System (U.S.).Handle: RePEc:fip:fedgif Deficit-savings ratios as indicators of interest-rate pressure: a collection of notes.

By Gerard Caprio, Dale W. Henderson and other. Download PDF ( KB)Author: Gerard Caprio, Dale W. Henderson and other. ON THE MEASUREMENT OF INTEREST-RATE RISK ––––––––––––––– 1 Of a number of publications devoted to measuring interest rate risk, the most comprehensive description is given by Nawalkha and Chambers in the publication Interest Rate Risk Measurement and Deficit-savings ratios as indicators of interest-rate pressure book, Institutional Investor, File Size: KB.

Gerard Jr. Caprio. Williams College Deficit-savings ratios as indicators of interest-rate pressure: a collection of notes Deficit-Savings Ratios as Indicators of Interest-Rate Pressure.

A ratio in excess of 1 is desirable but the expected ratio varies between the type of industry. A decrease in the ratio year on year or a figure that is below the industry average could indicate that the company has liquidity company should take steps to improve liquidity, e.g.

by paying creditors as they fall due or by better. The debt-to-equity ratio is a handy metric for gauging a company's debt default risk. It compares a company's long- and short-term debt to shareholders' equity or book : Ben Mcclure.

Open interest is an indicator often used by traders to confirm trends and trend reversals for both the futures and options markets. Open interest represents the total number of open contracts on a Author: Investopedia Staff.

For example, in Bangladesh an increase in real interest rates from 0% to 5% between FY raised the ratio of monetary assets to GNP by some % over a period of two years or equivalently raised financial savings by roughly Tk1 billion (% of GNP) during the two year Size: KB.

But, generally, companies are considered to carry comfortable amounts of debt at ratios of toor $ to $ of debt to every $ of book value (shareholders equity). These could be considered to be well-managed companies with a low debt exposure.

It is best to compare the ratio with industry averages. Currency and Interest Rate Composition. The currency and interest rate composition of debt can also have significant implications for external vulnerability, but analysis and indicators of such vulnerability may similarly need to be focused at a sectoral level or even at the level of individual institutions.

GDP in current deficits reduces national saving by to percent of GDP. Each. percent-of-GDP in projected future unified deficits raises forward long-term interest rates. by 25 to 35 basis points, and each percent-of-GDP in projected future primary deficits.

raises interest rates by 40 to 70 basis points. Historical returns on stocks, bonds and bills for the United States from to the most recent year. It is a useful starting point for estimating historical equity premiums.

#N#Implied Equity Risk Premiums - United States. These risk premiums are estimated based upon a simple 2-stage Augmented Dividend discount model and reflect the risk. ET Wealth shows you how to understand the ratios that are critical indicators.

Gross NPA Ratio; Formula: (Gross NPA/Total Advances) X Why it is important Non-performing assets (NPA) are loans the bank has not received interest payment on for the last three months.

A very high gross NPA ratio means the asset quality is in very poor : Narendra Nathan. Measuring Performance of Banks: An Assessment Jacob A.

Bikker such as the concentration index or the cost-to-income ratio. While some indicators have been used 0% % determinant of market structure.4 It has been generally assumed that competitive pressure forces banks to become more efficient (indicated by a ‘3’).

Hicks ( Is there any relationship between the base interest rate and the savings ratio?. In theory, the interest rate can affect the decision to save in two ways. Substitution effect of change in interest rate – lower interest rates reduce the incentive to save because of relatively poorer returns – lower interest payments.

When interest rates are low, there is a bigger incentive to. Interest rates give information on the cost of money in the economy. As such, they are invaluable in helping to provide an overall indication of the economy. Different rates are distinguished by the period of lending or borrowing as well as the parties involved.

1 Year Treasury Rate. Year Treasury Yield Spread. Trend, volatility, momentum indicator. They comprise three lines: A day moving average, an upper band and lower band—the upper and lower bands are plotted as two standard deviations from the moving average.

What it signals. The moving average shows the trend, the gap between upper and lower band shows volatility in the : Narendra Nathan. Net federal saving is, roughly, the budget surplus (so it’s negative if there’s a deficit.) It turns out that there’s a strong correlation between budget deficits and interest rates — namely, when deficits are high, interest rates are low.

On reflection, it’s obvious why: a weak economy both drives up deficits and drives down the demand for funds, while a strong .