Dutch paper compares measures of systemic risk with market perceptions
Working paper highlights need to consider impact of policies on bank and systemic risk
Research published by The Netherlands Bank today (July 22) examines whether the regulatory approach to systemic importance is "consistent with the perceptions of market participants".
In the working paper, Systemic risk of European banks: Regulators and markets, Maarten van Oordt and Chen Zhou find "some evidence" supporting the indicators chosen by regulators to monitor the systemic importance of banks.
"Not all operations of banks that have an impact on the level of risk are similarly related
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