11-039/2 - Capital Regulation and Tail Risk

• Authors
  Enrico Perotti, University of Amsterdam, the Netherlands; Lev Ratnovski, International Monetary Fund; Razvan Vlahu, Dutch Central Bank DNB, the Netherlands
• Publication date
  February 17, 2011

• Keywords
  Bank Regulation, Risk Shifting, Capital Requirements, Tail Risk, Systemic Risk
• JEL
  E6, F3, F4, G2, G3, O16