Credit ratings, regulatory arbitrage and systemic risk

Autor: Boermans, Martijn A., van der Kroft, Bram

Publikováno v: Boermans, M A & van der Kroft, B 2020 ' Credit ratings, regulatory arbitrage and systemic risk ' DNB Working Papers, no. 673, De Nederlandsche Bank, Amsterdam . https://doi.org/10.2139/ssrn.3542264

This study investigates how credit rating based capital regulation instigates systemic risk. To safeguard the financial system European banks and insurance corporations face stringent capital requirements based on credit ratings to prevent excessive

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::1e202ec833f5a35e6b678858bbe2ee79
https://research.ou.nl/en/publications/965cf5db-4779-4bd4-8a9d-d6922a34810e