Publikationen des Forschungsbereichs Altersvorsorge und nachhaltige Finanzmärkte

  1. ZEW Discussion Paper Nr. 17-069 // 2017

    The Zero Risk Fallacy? Banks' Sovereign Exposure and Sovereign Risk Spillovers

    European banks are exposed to a substantial amount of risky sovereign debt. The “missing bank capital” resulting from the zero-risk weight exemption for European banks for European sovereign debt amplifies the…

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