Capital Requirements in Pillar 1 or Pillar 2: Does it Matter for Market Discipline?
The research shows that bank Credit Default Swaps (CDS) are influenced by regulatory capital ratios, with markets reacting more to changes in capital requirements if implemented via Pillar 1 risk weights.
Featured in No. 69 on 9 Oct 2024 · 1 day after release · 0 citations today
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- 8 Oct 2024
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- No. 69 · 9 Oct 2024
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- SSRN 4979554
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