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Keywords: Capital requirements
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Journal Articles
The eurozone financial crisis: role of interdependencies between bank and sovereign risk
Available to Purchase
Journal:
Journal of Financial Economic Policy
Journal of Financial Economic Policy (2012) 4 (1): 76–97.
Published: 06 April 2012
... between bank and sovereign risk are extremely important when setting regulatory capital requirements and considering whether action is needed to limit any increase in the likelihood of contagion. Originality/value The paper provides a new examination of the interdependencies between individual bank...
