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  • Photo du rédacteurHélène Dufour

Bank Capital, Risk-Taking and Stability: The Relationships Assumed in Capital Regulation?

"We find that bank capital and probability of default PD impact each other, where the total influence of the latter on the former is stronger. PD also affects capital via risk-taking but the opposite effect (i.e., from capital to PD via risk) is not identified, which challenges one of the main assumptions underlying capital regulation."

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