Similar Search Results

Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - 2010

Persistent link: https://www.econbiz.de/10008729109

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 be measured and priced. An institution’s contribution, denoted systemic expected shortfall (SES), is its propensity to be undercapitalized when the system as a whole is...

Persistent link: https://www.econbiz.de/10014195837

Measuring Systemic Risk

Acharya, Viral V. - 2010

We present an economic model of systemic risk and show that each financial institution's contribution to systemic risk can be measured as its systemic expected shortfall (SES), i.e., its propensity to be undercapitalized when the system as a whole is undercapitalized. SES increases in the...

Persistent link: https://www.econbiz.de/10013146618

Banks' financial reporting and financial system stability

Acharya, Viral V.; Ryan, Stephen G. - In: Journal of accounting research 54 (2016) 2, pp. 277-340

Persistent link: https://www.econbiz.de/10011499999

A comparative analysis of financial sector health in the United States, Europe, and Asia

Acharya, Viral V. - In: Progress and confusion : the state of macroeconomic policy, (pp. 43-59). 2016

Persistent link: https://www.econbiz.de/10011555762

Measuring systemic risk for insurance companies

Acharya, Viral V.; Philippon, Thomas; Richardson, Matthew - In: The economics, regulation, and systemic risk of …, (pp. 100-123). 2018

Persistent link: https://www.econbiz.de/10011959268

Corporate governance in the modern financial sector

Acharya, Viral V.; Carpenter, Jennifer N.; Gabaix, Xavier; … - In: Restoring financial stability : how to repair a failed …, (pp. 185-196). 2009

Persistent link: https://www.econbiz.de/10003827513

The financial sector bailout : sowing the seeds of the next crisis?

Acharya, Viral V.; Sundaram, Rangarajan K. - In: Restoring financial stability : how to repair a failed …, (pp. 327-339). 2009

Persistent link: https://www.econbiz.de/10003827525

International alignment of financial sector regulation

Acharya, Viral V.; Wachtel, Paul; Walter, Ingo - In: Restoring financial stability : how to repair a failed …, (pp. 365-376). 2009

Persistent link: https://www.econbiz.de/10003827551

How securitization concentrated risk in the financial sector

Acharya, Viral V.; Richardson, Matthew - In: What caused the financial crisis, (pp. 183-199). 2011

Persistent link: https://www.econbiz.de/10008902465