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

Bram van der Kroft (Speaker)

Finance
GSBE other - not theme-related research

Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic

Description

Internal DNB seminar, presenting my paper "Inflated Credit Ratings, Regulatory Arbitrage and Capital Requirements: Do Investors Strategically Allocate Bond Portfolios?"

Period	25 Jun 2019
Held at	De Nederlandsche Bank (DNB) , Netherlands