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~language:"eng"
~person:"Acharya, Viral V."
~subject:"Bank risk"
~subject:"Estimation"
~type_genre:"Non-commercial literature"
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Acharya, Viral V.
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Where do banks end and NBFIS begin?
Acharya, Viral V.
;
Cetorelli, Nicola
;
Tuckman, Bruce
-
2024
Persistent link: https://www.econbiz.de/10014511977
Saved in:
2
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
3
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009741443
Saved in:
4
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
Saved in:
5
Information contagion and inter-bank correlation in a theory of systemic risk
Acharya, Viral V.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729473
Saved in:
6
Information contagion and inter-bank correlation in a theory of systemic risk
Acharya, Viral V.
;
Yorulmazer, Tanju
-
2003
Persistent link: https://www.econbiz.de/10001740591
Saved in:
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