---
title: Dynamic Volatility Regulation of Financial Institutions
url: https://www.ml-quant.com/papers/ssrn/4589660/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4589660
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4589660
featured: 2023-10-04
citations: unknown
topic: Derivatives & Volatility
---


# Dynamic Volatility Regulation of Financial Institutions

The study presents a model that dynamically updates asset risk for financial institutions, revealing different credit risk dynamics for regulated and unregulated firms.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4589660
- Identifier: SSRN 4589660
- Released: 2023-10-02
- First featured: Quant Letter No. 18 (2023-10-04): https://www.ml-quant.com/issues/2023-10-04/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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