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A Note on Regulatory arbitrage: Bank risk, Capital risk, Interest rate risk and ALM in European Banking
Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).ORCID-id: 0000-0003-4744-0305
2016 (engelsk)Inngår i: Liquidity Risk, Efficiency and New Bank Business models / [ed] Santiago Carbó Valverde, Pedro Jesús Cuadros-Solas & Francisco Rodríguez Fernández, Palgrave Macmillan, 2016, s. 5-33Kapittel i bok, del av antologi (Fagfellevurdert)
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.

sted, utgiver, år, opplag, sider
Palgrave Macmillan, 2016. s. 5-33
Serie
Palgrave Macmillan Studies in Banking and Financial Institutions
Emneord [en]
banking, regulatory arbitrage, regulation, regulatory response, Asset and Liability Management
HSV kategori
Forskningsprogram
Ekonomi, Nationalekonomi; Ekonomi, Företagsekonomi
Identifikatorer
URN: urn:nbn:se:lnu:diva-76676DOI: 10.1007/978-3-319-30819-7_2ISBN: 978-3-319-30818-0 (tryckt)OAI: oai:DiVA.org:lnu-76676DiVA, id: diva2:1307139
Tilgjengelig fra: 2019-04-25 Laget: 2019-04-25 Sist oppdatert: 2019-05-07bibliografisk kontrollert

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