lnu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A Note on Regulatory arbitrage: Bank risk, Capital risk, Interest rate risk and ALM in European Banking
Linnaeus University, School of Business and Economics, Department of Economics and Statistics.ORCID iD: 0000-0003-4744-0305
2016 (English)In: Liquidity Risk, Efficiency and New Bank Business models / [ed] Santiago Carbó Valverde, Pedro Jesús Cuadros-Solas & Francisco Rodríguez Fernández, Palgrave Macmillan, 2016, p. 5-33Chapter in book (Refereed)
Abstract [en]

The chapter considers asset and liability management (ALM) as a possible avenue for regulatory arbitrage under regulatory capital constraints. The chapter presents a theory of regulatory arbitrage as a regulatory response to capital requirements in banking depending on capitalization mechanisms and empirically analyses capital risk and bank risk in European banking in terms of ALM. The results suggest a possible loophole in today’s capital regulation via ALM and the need for regulatory arbitrage as a regulatory response.

Place, publisher, year, edition, pages
Palgrave Macmillan, 2016. p. 5-33
Series
Palgrave Macmillan Studies in Banking and Financial Institutions
Keywords [en]
banking, regulatory arbitrage, regulation, regulatory response, Asset and Liability Management
National Category
Economics and Business
Research subject
Economy, Economics; Economy, Business administration
Identifiers
URN: urn:nbn:se:lnu:diva-76676DOI: 10.1007/978-3-319-30819-7_2ISBN: 978-3-319-30818-0 (print)OAI: oai:DiVA.org:lnu-76676DiVA, id: diva2:1307139
Available from: 2019-04-25 Created: 2019-04-25 Last updated: 2019-05-07Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full text

Authority records BETA

Willesson, Magnus

Search in DiVA

By author/editor
Willesson, Magnus
By organisation
Department of Economics and Statistics
Economics and Business

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 6 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf