Captive funds and banks' capital
A simple leverage ratio restriction is not efficient because it does not discriminate between risky and safe banks.We use a structural and comprehensive model of the firm’s asset growth to describe the equity buyout portfolios’ stylized facts for two types of banks.We derive a leverage ratio that de...
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| Format: | conferenceObject |
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2018
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| Online Access: | http://hdl.handle.net/10725/7415 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://mpra.ub.uni-muenchen.de/64912/ |
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