Bank Capital Regulation and Structured Finance

Material TypeArticleLanguageEnglish
TitleBank Capital Regulation and Structured Finance Author(S)ANTOINE MARTIN (Author)
Abstract  We model the interaction between bank capital regulation and financial innovation. Innovation takes the form of structured finance, namely, pooling and tranching of assets and the creation of separate structures with different seniority, different risk, and different capital charges. ...Paginationp 87-120
SubjectEconomicsDescriptorsBanks and banking Finance
Journal TitleJournal of Money, Credit, and Banking  
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