The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios
Year of publication: |
[2019]
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Authors: | Craig, Ben R. ; Giuzio, Margherita ; Paterlini, Sandra |
Publisher: |
Frankfurt am Main, Germany : European Systemic Risk Board |
Subject: | Bank regulation | sovereign-bank nexus | sovereign risk | home bias | diversification | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Portfoliodiversifikation | Portfolio diversification | Welt | World | Diversifikation | Diversification | Internationaler Finanzmarkt | International financial market | Bankenregulierung | Kreditrisiko | Credit risk | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
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Series: | Working paper series. - Frankfurt am Main, Germany : European Systemic Risk Board, ISSN 2467-0677, ZDB-ID 2930716-8. - Vol. no 89 (March 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-92-9472-076-4 |
Other identifiers: | 10.2849/195922 [DOI] hdl:10419/210864 [Handle] |
Classification: | G01 - Financial Crises ; G11 - Portfolio Choice ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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