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

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

Description

Internal DNB seminar, presenting my paper "Inflated Credit Ratings, Regulatory Arbitrage and Capital Requirements: Do Investors Strategically Allocate Bond Portfolios?"
Period25 Jun 2019
Held atDe Nederlandsche Bank (DNB) , Netherlands