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Supranational cooperation and regulatory arbitrage 智库出版物
2022
作者:  Thorsten Beck;  Consuelo Silva-Buston;  Wolf Wagner
收藏  |  浏览/下载:11/0  |  提交时间:2022/09/22
Regulatory arbitrage  global banking groups  supervisory cooperation  Risk shifting  supranational cooperation  
DP14957 In the Shadow of Banks: Wealth Management Products and Issuing Banks’ Risks in China 智库出版物
2020
作者:  Viral Acharya;  Jun Qian;  Yang Su;  Zhishu Yang
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Shadow banking  Regulatory arbitrage  Rollover risk  Financial fragility  Deposit competition  
DP14802 UNINTENDED CONSEQUENCES OF THE GLOBAL DERIVATIVES MARKET REFORM 智库出版物
2020
作者:  Pauline Gandré;  Mike Mariathasan;  Ouarda Merrouche;  Steven Ongena
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Bank regulation  Regulatory arbitrage  Otc markets  Derivatives  Cross-border financial institutions  Financial risk  
DP14636 Elusive Safety: The New Geography of Capital Flows and Risk 智库出版物
2020
作者:  Laura Alfaro;  Ester Faia;  Ruth Judson;  Tim Schmidt-Eisenlohr
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Tax havens/financial centers  Tax avoidance  Regulatory arbitrage  Risk  Uncertainty  Heterogeneous firms  Endogenous entry  Endogenous monitoring  
DP13873 Correlation Risk, Strings and Asset Prices 智库出版物
2019
作者:  Antonio Mele;  Walter Distaso;  Grigory Vilkov
收藏  |  浏览/下载:12/0  |  提交时间:2022/09/22
Correlation premium  Correlation-risk premium  Cross-section of returns  Arbitrage pricing  String models  Implied correlation  
DP13150 Foreign Expansion, Competition and Bank Risk 智库出版物
2018
作者:  Ester Faia;  Gianmarco Ottaviano;  Sébastien Laffitte
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Banks' risk-taking  Systemic risk  Geographical expansion  Gravity  Diversification  Competition  Regulatory arbitrage  
DP11476 Investor-Stock Decoupling in Mutual Funds 智库出版物
2016
作者:  Massimo Massa;  Miguel Ferreira;  Pedro Pinto Matos
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Mutual funds  Performance  Fund flows  Risk taking  Limits to arbitrage  
DP9885 Liquidity Risk and the Dynamics of Arbitrage Capital 智库出版物
2014
作者:  Dimitri Vayanos;  Péter Kondor
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Arbitrage capital  Asset pricing  Liquidity  Liquidity risk  Risk-sharing  
DP9432 The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks 智库出版物
2013
作者:  Viral Acharya;  Sascha Steffen
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Sovereign debt crisis  Banking crisis  Risk-shifting  Regulatory arbitrage  Home bias  
DP8307 Idiosyncratic Return Volatility in the Cross-Section of Stocks 智库出版物
2011
作者:  Péter Kondor;  Ronnie Sadka;  Namho Kang
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Hedge funds  Idiosyncratic risk  Limits to arbitrage