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Systemic Risk and Deposit Insurance Premiums
Acharya, Viral V.; Santos, João A. C.; Yorulmazer, Tanju - London School of Economics and Political Science
),1 which leads to “fire-sale”–related pecuniaryexternalities; and bank interconnectedness (Allen and Gale2000; Kahn and Santos …
Persistent link: https://www.econbiz.de/10005869397
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A case for public credit registry in India
Acharya, Viral V. - In: Economic developments in India : quarterly update : … (2017) 235, pp. 139-146
Persistent link: https://www.econbiz.de/10012149905
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Risk Topography : Systemic Risk and Macro Modeling
Acharya, Viral V. (contributor); Adrian, Tobias (contributor) - 2014
The recent financial crisis and the difficulty of using mainstream macroeconomic models to accurately monitor and assess systemic risk have stimulated new analyses of how we measure economic activity and the development of more sophisticated models in which the financial sector plays a greater...
Persistent link: https://www.econbiz.de/10014482121
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Endogenous choice of bank liquidity : the role of fire sales
Acharya, Viral V.; Shin, Hyun Song; Yorulmazer, Tanju - 2009
Banks' liquidity is a crucial determinant of the adversity of banking crises. In this paper, we consider the effect of fire sales and entry during crises on banks’ ex-ante choice of liquid asset holdings. We consider a setting with limited pledgeability of risky cash flows relative to safe...
Persistent link: https://www.econbiz.de/10003905117
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Securitization without risk transfer
Acharya, Viral V.; Schnabl, Philipp; Suárez, Gustavo A. - 2010
securitized assets using credit guarantees. The credit guarantees were structured to reduce bank capital requirements, while … providing recourse to bank balance sheets for outside investors. Consistent with such recourse, we find that banks with more …
Persistent link: https://www.econbiz.de/10003937027
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Securitization without risk transfer
Acharya, Viral V.; Schnabl, Philipp; Suárez, Gustavo A. - In: Post-crisis regulatory reforms to secure financial …, (pp. 201-254). 2010
Persistent link: https://www.econbiz.de/10008939333
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Securitization without risk transfer
Acharya, Viral V.; Schnabl, Philipp; Suárez, Gustavo A. - 2012
Persistent link: https://www.econbiz.de/10009502459
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Securitization Without Risk Transfer
Acharya, Viral V. - 2010
securitized assets using credit guarantees. The credit guarantees were structured to reduce bank capital requirements, while … providing recourse to bank balance sheets for outside investors. Consistent with such recourse, we find that banks with more …
Persistent link: https://www.econbiz.de/10013148006
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Securitization without risk transfer
Acharya, Viral V. - 2010
securitized assets using credit guarantees. The credit guarantees were structured to reduce bank capital requirements, while … providing recourse to bank balance sheets for outside investors. Consistent with such recourse, we find that banks with more …
Persistent link: https://www.econbiz.de/10012462921
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Endogenous Choice of Bank Liquidity : The Role of Fire Sales
Acharya, Viral V. - 2010
Banks' liquidity is a crucial determinant of the adversity of banking crises. In this paper, we consider the effect of fire sales and entry during crises on banks' ex-ante choice of liquid asset holdings. We consider a setting with limited pledgeability of risky cash flows relative to safe ones...
Persistent link: https://www.econbiz.de/10013150020