Ediz, Tolga; Michael, Ian; Perraudin, William - Bank of England <London>; London School of Economics … - 1998
[...]The most obvious possible, and undesirable,impact on bank behaviour of risk-weighted capital requirementsis that excessive differentials in the weights appliedto different categories of assets might induce banks to substituteaway from highly risk-weighted assets. In the early1990s, U.S....