The market impact of systemic risk capital surcharges
Year of publication: |
2023
|
---|---|
Authors: | Gündüz, Yalın |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 29.2023, 5, p. 1401-1440
|
Subject: | CDS spreads | G-SIB capital surcharges | G-SIBs | systemically important banks | too-big-to-fail | Systemrisiko | Systemic risk | Kreditderivat | Credit derivative | Bank | Basler Akkord | Basel Accord | Bankenregulierung | Bank regulation |
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