The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios
Year of publication: |
2019
|
---|---|
Authors: | Craig, Ben R. ; Giuzio, Margherita ; Paterlini, Sandra |
Publisher: |
[Cleveland, OH] : Federal Reserve Bank of Cleveland |
Subject: | Bank regulation | sovereign-bank nexus | sovereign risk | home bias | diversification | Bankrisiko | Bank risk | Länderrisiko | Country risk | Portfolio-Management | Portfolio selection | Portfoliodiversifikation | Portfolio diversification | Öffentliche Anleihe | Public bond | Bankenregulierung | Diversifikation | Diversification | Welt | World | Internationaler Finanzmarkt | International financial market |
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