Dynamic volatility regulation of financial institutions

Keyphrases

• Financial Institutions 100%
• Dynamic Volatility 100%
• Risk Reduction 33%
• Bankruptcy 33%
• Regulatory Tools 33%
• Credit Spreads 33%
• Non-financial Firms 33%
• Deposit Insurance 33%
• Constant Volatility 33%
• Risk-based Capital Requirements 33%
• Credit Rating Changes 33%
• Risk-shifting Incentive 33%
• Asset Volatility 33%
• Asset Risk 33%
• Rating Transition Matrices 33%
• Negative Spillover 33%
• Contingent-claim Model 33%

Economics, Econometrics and Finance

• Volatility 100%
• Regulation of Financial Institution 100%
• Incentives 33%
• Spillover Effect 33%
• Bankruptcy 33%
• Yield Curve 33%
• Credit Rating 33%
• Financial Institution 33%
• Deposit Insurance 33%
• Capital Requirements 33%