Procyclicality and Bank Portfolio Risk Level under a Constant Leverage Ratio
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- Olivier Bruno & Alexandra Girod, 2013. "Procyclicality and Bank Portfolio Risk Level Under A Constant Leverage Ratio," Working Papers halshs-01295573, HAL.
References listed on IDEAS
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More about this item
KeywordsBank capital; Basel capital accord; risk incentive;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2013-11-29 (Banking)
- NEP-CBA-2013-11-29 (Central Banking)
- NEP-RMG-2013-11-29 (Risk Management)
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