Capital regulation induced reaching for systematic yield : financial instability through fire sales
Year of publication: |
2024
|
---|---|
Authors: | Boermans, Martijn A. ; Kroft, Bram van der |
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
|
Subject: | Capital buffers | Credit ratings | Portfolio concentration | Regulatory arbitrage | Systematic risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Finanzkrise | Financial crisis | Kreditwürdigkeit | Credit rating | Bankenliquidität | Bank liquidity | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Regulierung | Regulation |
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