Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of … analysis. We then analyse the risk and diversification in the sovereign bond portfolios of the largest European banks and … country. Finally, we evaluate the effect of diversification requirements on the tail risk of sovereign bond portfolios. Under …

Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of … analysis. We then analyze the risk and diversification in the sovereign bond portfolios of the largest European banks and … country. Finally, we evaluate the effect of diversification requirements on the tail risk of sovereign bond portfolios and …

This paper investigates whether firms are able to diversify the maturity structure of their bond profiles given the … availability of the offshore bond markets. I look at average maturity, maturity structure, and the inverse of the Herfindahl index … to explore the maturity diversification effect. I find that while the average maturity of offshore bonds is different …

The expanded sovereign bond portfolios from the sizeable public interventions in the financial sector during the … measures of market, credit, and liquidity risks for government bond portfolios, considered from the perspective of a sovereign …