The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios - Craig, Ben R.,Giuzio, Margherita,Paterlini, Sandra (European Systemic Risk Board, 2019)
10.2849/195922
Keywords: Graue Literatur; financial risk; bond; investment; bank; financial institution; public policy; Bank regulation; sovereign-bank nexus; sovereign risk; home bias; diversification