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

van der Kroft, B. (Speaker)

Activity: Talk or presentation (speaker at event) › Talk or presentation › Academic

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