Bank optimal portfolio risk level under various regulatory requirements

Alexandra Girod and Olivier Bruno

No 2011-06, Documents de Travail de l'OFCE from Observatoire Francais des Conjonctures Economiques (OFCE)

Date: 2011-03
New Economics Papers: this item is included in nep-ban, nep-reg and nep-rmg
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Working Paper: Bank Optimal Portfolio Risk Level Under Various Regulatory Requirements (2011)
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