FIG (Banks & Insurance)Medium

Two banks both trade on tangible book: one at 0.6x, one at 2.0x. What explains the gap?

Model answer

The first-order answer is the ROTE-versus-COE spread: the 2.0x bank is earning well above its cost of equity, the 0.6x bank well below — a regression of P/TBV on ROTE explains most of the…

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