Capital regulation induced reaching for systematic yield: Financial instability through fire sales

Martijn A. Boermans, Bram van der Kroft

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Article number107030
Number of pages13
JournalJournal of Banking & Finance
Volume158
DOIs
Publication statusPublished - Jan 2024

Keywords

  • Capital buffers
  • Credit ratings
  • Portfolio concentration
  • Regulatory arbitrage
  • Systematic risk

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