Bank regulatory arbitrage via risk weighted assets dispersion
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DOI: 10.1016/j.jfs.2016.10.006
Abstract: Increased dispersion of Risk Weighted Assets (RWA) troubles regulators as potentially undermining prudential supervision. We study the determinants of RWA/EAD (Exposure-At-Default) on data painstakingly compiled from Basel Pillar-Three for 239 European banks over 2007–2013. We… read more here.
Keywords: via risk; risk; risk weighted; regulatory arbitrage ... See more keywords