The market impact of systemic risk capital surcharges
Year of publication: |
2020
|
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Authors: | Gündüz, Yalin |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Too-big-to-fail | CDS spreads | systemically important banks | G-SIBs | G-SIB capital surcharges |
Series: | Deutsche Bundesbank Discussion Paper ; 09/2020 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-677-1 |
Other identifiers: | 1693212781 [GVK] hdl:10419/215402 [Handle] RePEc:zbw:bubdps:092020 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
-
The market impact of systemic risk capital surcharges
Gündüz, Yalın, (2020)
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The market impact of systemic risk capital surcharges
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Window dressing of regulatory metrics: Evidence from repo markets
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