Showing 1 - 10 of 195
Persistent link: https://www.econbiz.de/10014331034
Persistent link: https://www.econbiz.de/10001299226
This paper provides evidence for regulatory arbitrage within the class of asset-backed securities (ABS) based on individual asset holding data of German banks. I find that banks operating with tight regulatory constraints exploit the low risk-sensitivity of rating-contingent capital requirements...
Persistent link: https://www.econbiz.de/10011975264
Persistent link: https://www.econbiz.de/10011942182
Persistent link: https://www.econbiz.de/10011563924
Persistent link: https://www.econbiz.de/10011568090
Persistent link: https://www.econbiz.de/10011554309
Persistent link: https://www.econbiz.de/10011554440
Persistent link: https://www.econbiz.de/10010503296
Persistent link: https://www.econbiz.de/10011301095