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Regulation of off-balance sheet exposures and pricing of over-the-counter derivatives
(Massachusetts Institute of Technology, 2019)
In the post-crisis period substantial attention has been placed on regulation of exposures held off balance sheet by large banks. I analyze the effect on equity holders of such regulation. While requiring banks to hold ...
Essays in financial economics
(Massachusetts Institute of Technology, 2019)
The essays in this thesis study the impacts of regulation designed to curtail the accumulation of counterparty credit risk exposure at large banks on intermediation in over-the-counter derivatives markets. In Chapter 1 I ...