How Might Future Bank Profits and Returns Evolve?
Steven I. Davis
Chapter 7 in Banking in Turmoil, 2009, pp 53-59 from Palgrave Macmillan
Abstract:
Abstract For a banking meltdown predicted by only a handful of observers, what is now widely viewed as the deepest and longest lasting global downturn since the 1930s has generated a host of forecasts both for the banking system and the global economy in general. This chapter will summarize briefly the efforts by global agencies such as the IMF and bank economists to provide answers to the universal questions of length, depth and profile of the downturn. It will then turn in more detail to the views of our interview sample.
Keywords: Banking System; Economic Recession; Banking Crisis; Global Agency; Loan Spread (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-27506-5_7
Ordering information: This item can be ordered from
http://www.palgrave.com/9780230275065
DOI: 10.1057/9780230275065_7
Access Statistics for this chapter
More chapters in Palgrave Macmillan Books from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().