Capital regulation induced reaching for systematic yield : financial instability through fire sales
Martijn A. Boermans, Bram van der Kroft
| Year of publication: |
2024
|
|---|---|
| Authors: | Boermans, Martijn A. ; Van der Kroft, Bram |
| Published in: |
Journal of banking and finance. - Amsterdam : Elsevier North-Holland, ISSN 1872-6372, ZDB-ID 1460614-8. - Vol. 158.2024, Art.-No. 107030, p. 1-13
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| Subject: | Capital buffers | Credit ratings | Portfolio concentration | Regulatory arbitrage | Systematic risk | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Kreditwürdigkeit | Credit rating | Bankrisiko | Bank risk | Bankenregulierung | Bank regulation | Kreditrisiko | Credit risk | Theorie | Theory | Regulierung | Regulation | Eigenkapital | Equity capital | Arbitrage | Bankenliquidität | Bank liquidity | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.107030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451958