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," GREDEG Working Papers 2013-35, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
References listed on IDEAS
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More about this item
Keywordsrisk incentive; Bank capital; Basel capital accord;
- 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-2016-04-16 (Banking)
- NEP-CBA-2016-04-16 (Central Banking)
- NEP-RMG-2016-04-16 (Risk Management)
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