Procyclicality and Bank Portfolio Risk Level Under A Constant Leverage Ratio
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Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-01295573
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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
Keywords
risk incentive; Bank capital; Basel capital accord;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- 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-2016-04-16 (Banking)
- NEP-CBA-2016-04-16 (Central Banking)
- NEP-RMG-2016-04-16 (Risk Management)
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