Credit Ratings, Regulatory Arbitrage and Capital Requirements: Do Investors Strategically Allocate Bond Portfolios?

Martijn Adriaan Boermans (Speaker), van der Kroft, B. (Speaker)

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Description

Together with Martijn Boermans (DNB) presented our joint working paper at the Annual Workshop of the ESCB Research Cluster on Financial Stability, Macroprudential Regulation and Microprudential Supervision (2020)
Period1 Oct 2020
Event title4th Annual Workshop of the ESCB Research Cluster 3 on “Financial Stability, Macroprudential Regulation and Microprudential Supervision
Event typeWorkshop
Conference number4
LocationPrague, Czech Republic
Degree of RecognitionInternational