Asset fire sales and strategic trading by regulated banks


This paper aims to understand how regulatory constraints such as liquidity and capital requirements affect the behaviour of banks participating in and impacting the open market for banking assets. Strategies that account for... [ view full abstract ]


  1. Tom Hurd (McMaster University)
  2. Tuan Tran (Ryerson University)
  3. Quentin Shao (Scotiabank)

Topic Areas

Game Theory , Price Impact , Systemic Risk


FR-A-B1 » Risk Spirals (10:00 - Friday, 20th July, Beckett 1)

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