Systemic Risk, Bank Hedge, and Capital Regulation
碩士 === 國立臺灣大學 === 財務金融學研究所 === 99 === The capital adequacy requirement focuses most on a bank’s own risk but fails to consider the systemic risk and counterparty risk. Banks can buy insurance to hedge the losses of their investments. However, when the regulator does not know that the insurance compa...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90860436128349768904 |