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~person:"Acharya, Viral V."
~person:"Laeven, Luc"
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1
Climate stress testing
Acharya, Viral V.
;
Berner, Richard B.
;
Engle, Robert F.
; …
- In:
Annual review of financial economics
15
(
2023
),
pp. 291-326
Persistent link: https://www.econbiz.de/10014426292
Saved in:
2
The SSM at 1
Laeven, Luc
;
Draghi, Mario
;
Dombret, Andreas R.
; …
-
SUERF - The European Money and Finance Forum
;
Deutsche …
;
…
-
2016
regulation, recovery and resolution, and
risk
culture. …
Persistent link: https://www.econbiz.de/10011557140
Saved in:
3
Bank Size, Capital, and Systemic
Risk
: Some International Evidence
Laeven, Luc
-
2014
This paper studies the significant variation in the cross-section of standalone and systemic
risk
of large banks during … the recent financial crisis to identify bank specific factors that determine
risk
. We find that systemic
risk
grows with … capital on standalone bank
risk
. Our results contribute to the ongoing debate on the merits of imposing systemic
risk
…
Persistent link: https://www.econbiz.de/10013045800
Saved in:
4
Testing Macroprudential Stress Tests : The
Risk
of Regulatory
Risk
Weights
Acharya, Viral V.
-
2015
shortfalls are measured relative to
risk
-weighted assets, the ranking of financial institutions is very different from the V …-Lab stress test, whereas when measured relative to total assets, the results are quite similar. We show that the
risk
measures … used in
risk
-weighted assets are cross-sectionally uncorrelated with market measures of
risk
as they do not account for the …
Persistent link: https://www.econbiz.de/10013035758
Saved in:
5
Systemic Banking Crises Revisited
Laeven, Luc
-
2018
This paper updates the database on systemic banking crises presented in Laeven and Valencia (2008, 2013). Drawing on 151 systemic banking crises episodes around the globe during 1970-2017, the database includes information on crisis dates, policy responses to resolve banking crises, and the...
Persistent link: https://www.econbiz.de/10012909413
Saved in:
6
Measuring Systemic
Risk
Acharya, Viral V.
;
Pedersen, Lasse Heje
;
Philippon, Thomas
-
2010
We present a simple model of systemic
risk
and show how each financial institution’s contribution to systemic
risk
can … empirically the ability of components of SES to predict emerging systemic
risk
during the financial crisis of 2007-2009 …
Persistent link: https://www.econbiz.de/10014195837
Saved in:
7
Analyzing Systemic
Risk
of the European Banking Sector
Acharya, Viral V.
-
2012
center of both crises, particularly of the European sovereign debt crisis. This article analyzes systemic
risk
of European … “Systemic Expected Shortfall” concept developed in Acharya et al. (2010) which creates a systemic
risk
index among financial … particularly peripheral countries in Europe, that is, banks' sovereign debt holdings are a major contributor to systemic
risk
…
Persistent link: https://www.econbiz.de/10013100403
Saved in:
8
Tracking Variation in Systemic
Risk
at Us Banks During 1974-2013
Hovakimian, Armen
-
2015
This paper proposes a theoretically based and easy-to-implement way to measure the systemic
risk
of financial … the face value of the debt of the entire sector. We conceive of an individual bank's systemic
risk
as its contribution to … losses or reluctant to exercise the call, the government itself becomes a secondary source of systemic
risk
. We apply our …
Persistent link: https://www.econbiz.de/10013017765
Saved in:
9
Tracking Variation in Systemic
Risk
at US Banks During 1974-2013
Hovakimian, Armen
-
2015
This paper proposes a theoretically based and easy-to-implement way to measure the systemic
risk
of financial … the face value of the debt of the entire sector. We conceive of an individual bank's systemic
risk
as its contribution to … losses or reluctant to exercise the call, the government itself becomes a secondary source of systemic
risk
. We apply our …
Persistent link: https://www.econbiz.de/10013036705
Saved in:
10
Climate stress testing
Acharya, Viral V.
;
Berner, Richard B.
;
Engle, Robert F.
; …
-
2023
-
Revised June 2023
change and the economy; and (iii) further explore "compound
risk
" scenarios in which climate risks co-occur with other risks …
risk
pricing in financial markets; and (iv) better understand how market participants form climate
risk
expectations and …
Persistent link: https://www.econbiz.de/10014251467
Saved in:
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