Bank leverage limits and regulatory arbitrage: new evidence on a recurring question
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Note: Revised December 2019. Previous title: “Leverage Limits and Bank Risk: New Evidence on an Old Question”
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References listed on IDEAS
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Cited by:
- Neamtu, Ioana & Vo, Quynh-Anh, 2021. "Capital allocation, the leverage ratio requirement," Bank of England working papers 956, Bank of England.
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More about this item
Keywords
Basel III regulations; bank risk; leverage limits; regulatory arbitrage; reaching for yield;All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2018-07-23 (Banking)
- NEP-CFN-2018-07-23 (Corporate Finance)
- NEP-RMG-2018-07-23 (Risk Management)
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