Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
Year of publication: |
2013-04
|
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Authors: | Acharya, Viral V ; Engle III, Robert F ; Pierret, Diane |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | macroprudential regulation | risk-weighted assets | stress test | systemic risk |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 9431 |
Classification: | G01 - Financial Crises ; G11 - Portfolio Choice ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
-
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
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Models of financial stability and their application in stress tests
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Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
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Limits to Arbitrage and Hedging: Evidence from Commodity Markets
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A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets
Acharya, Viral V, (2011)
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