Michael R. Holcomb

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

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Bank Leverage Limits and Regulatory Arbitrage: Old Question, New Evidence

FRB of New York Staff Report No. 856
Number of pages: 43 Posted: 20 Jun 2018 Last Revised: 28 Dec 2019
Dong Beom Choi, Michael R. Holcomb and Donald P. Morgan
Seoul National University - Business School, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
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Citation 2

Abstract:

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Basel III regulation, bank risk, leverage limit, regulatory arbitrage, reaching for yield