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The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk*

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Publication:4555688
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DOI10.1093/ROF/RFX001zbMATH Open1402.91985OpenAlexW2153170879MaRDI QIDQ4555688

Bálint L. Horváth, Wolf Wagner

Publication date: 20 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://research-information.bris.ac.uk/ws/files/90335556/countercyclical_capital_requirements_and_systemic_risk_June_WW.pdf



zbMATH Keywords

regulationsystemic riskcountercylical capital requirements


Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)



Related Items (2)

Capital adequacy rules, catastrophic firm failure, and systemic risk ⋮ Scaling the twin peaks: systemic risk and dual regulation






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