Banking regulation and the changing geography of off-balance sheet activities

Article


D'Avino, C. 2017. Banking regulation and the changing geography of off-balance sheet activities. Economics Letters. 157, pp. 155-158.
AuthorsD'Avino, C.
Abstract

This paper investigates whether the substitute compliance framework under the new US regime for over-the-counter derivatives has stimulated regulatory arbitrage. Results point to increased post-regulatory concentration in exposure in those countries in which US banks comply with local derivative regulation.

KeywordsUS banks; Interest rate swaps; Derivatives regulation
JournalEconomics Letters
Journal citation157, pp. 155-158
ISSN0165-1765
Year2017
PublisherElsevier
Accepted author manuscript
License
CC BY-NC-ND
Digital Object Identifier (DOI)doi:10.1016/j.econlet.2017.05.035
Web address (URL)https://doi.org/10.1016/j.econlet.2017.05.035
Publication dates
Print10 Jun 2017
Publication process dates
Deposited14 Jun 2017
Accepted29 May 2017
Accepted29 May 2017
Copyright information© 2017 Elsevier.
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