Konferenzbeitrag
Capital Requirements for Government Bonds - Implications for Financial Stability
Banks hold relatively large amounts of government bonds. Large sovereign exposures reinforce possible financial contagion effects from sovereigns to banks and are a risk for financial stability. Using a theoretical model, we find that the introduction of capital requirements for government bonds induce banks to decrease their investment in government bonds and to increase their investment in high yield assets. This implies that banks' balance sheets become more resilient.
- Language
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Englisch
- Bibliographic citation
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Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2017: Alternative Geld- und Finanzarchitekturen - Session: Financial Regulation II ; No. B16-V3
- Classification
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Wirtschaft
Financial Institutions and Services: Government Policy and Regulation
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financial Crises
- Event
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Geistige Schöpfung
- (who)
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Sterzel, André
Neyer, Ulrike
- Event
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Veröffentlichung
- (who)
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
- (where)
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Kiel, Hamburg
- (when)
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2017
- Handle
- Last update
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10.03.2025, 11:46 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Konferenzbeitrag
Associated
- Sterzel, André
- Neyer, Ulrike
- ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
Time of origin
- 2017
Other Objects (12)
Capital requirements for government bonds: Implications for bank behaviour and financial stability
Capital Requirements for Government Bonds - Implications for Bank Behaviour and Financial Stability
"New capital requirements for EU government bonds would lead to problems for Greece": Eight questions to Dorothea Schäfer
"New capital requirements for EU government bonds would lead to problems for Greece" : Eight questions to Dorothea Schäfer
"Capital requirements for new government bond purchases only could be a reasonable strategy": Interview with Dorothea Schäfer
"Capital requirements for new government bond purchases only could be a reasonable strategy" : Interview with Dorothea Schäfer
Stricter capital requirements for investing in EU government bonds as a means of creating a more stable financial system
Stricter capital requirements for investing in EU government bonds as a means of creating a more stable financial system
EU Government bonds and banks: Home bias pervasive throughout member states but capital requirements differ greatly
EU Government bonds and banks : Home bias pervasive throughout member states but capital requirements differ greatly
Risk weighting for government bonds: Challenge for Italian banks
Risk weighting for government bonds : Challenge for Italian banks
Capital requirements for government bonds: Implications for bank behaviour and financial stability
Capital Requirements for Government Bonds - Implications for Bank Behaviour and Financial Stability
"New capital requirements for EU government bonds would lead to problems for Greece": Eight questions to Dorothea Schäfer
"New capital requirements for EU government bonds would lead to problems for Greece" : Eight questions to Dorothea Schäfer
"Capital requirements for new government bond purchases only could be a reasonable strategy": Interview with Dorothea Schäfer
"Capital requirements for new government bond purchases only could be a reasonable strategy" : Interview with Dorothea Schäfer
Stricter capital requirements for investing in EU government bonds as a means of creating a more stable financial system
Stricter capital requirements for investing in EU government bonds as a means of creating a more stable financial system
EU Government bonds and banks: Home bias pervasive throughout member states but capital requirements differ greatly
EU Government bonds and banks : Home bias pervasive throughout member states but capital requirements differ greatly
Risk weighting for government bonds: Challenge for Italian banks
Risk weighting for government bonds : Challenge for Italian banks
Capital requirements for government bonds: Implications for bank behaviour and financial stability
Capital Requirements for Government Bonds - Implications for Bank Behaviour and Financial Stability
"New capital requirements for EU government bonds would lead to problems for Greece": Eight questions to Dorothea Schäfer
"New capital requirements for EU government bonds would lead to problems for Greece" : Eight questions to Dorothea Schäfer
"Capital requirements for new government bond purchases only could be a reasonable strategy": Interview with Dorothea Schäfer
"Capital requirements for new government bond purchases only could be a reasonable strategy" : Interview with Dorothea Schäfer
Stricter capital requirements for investing in EU government bonds as a means of creating a more stable financial system
Stricter capital requirements for investing in EU government bonds as a means of creating a more stable financial system
EU Government bonds and banks: Home bias pervasive throughout member states but capital requirements differ greatly
EU Government bonds and banks : Home bias pervasive throughout member states but capital requirements differ greatly
Risk weighting for government bonds: Challenge for Italian banks