---
title: Risky Sovereign Bond Holdings
url: https://www.ml-quant.com/papers/ssrn/4945893/
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 4945893
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4945893
featured: 2024-09-05
citations: unknown
topic: Macro-Finance & Rates
---


# Risky Sovereign Bond Holdings

Banks in vulnerable euro area countries hold a significant amount of high-yielding sovereign debt, with variations in bank funding costs explaining the differing risk appetites for riskier government bonds over bonds issued by core countries or EU supranational entities.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4945893
- Identifier: SSRN 4945893
- Released: 2024-09-03
- First featured: Quant Letter No. 64 (2024-09-05): https://www.ml-quant.com/issues/2024-09-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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