Dynamic Volatility Regulation of Financial Institutions
The study presents a model that dynamically updates asset risk for financial institutions, revealing different credit risk dynamics for regulated and unregulated firms.
Featured in No. 18 on 4 Oct 2023 · 2 days after release
- Released
- 2 Oct 2023
- First featured
- No. 18 · 4 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4589660
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