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Climate stress testing

Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023

We explore the design of climate stress tests to assess and manage macro-prudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...

Persistent link: https://www.econbiz.de/10014480558

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

Capital shortfall : a new approach to ranking and regulating systemic risks

Acharya, Viral V.; Engle, Robert F.; Richardson, Matthew - In: The American economic review 102 (2012) 3, pp. 59-64

Persistent link: https://www.econbiz.de/10009705301

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

Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"

Lucas, Deborah J. - In: Journal of monetary economics 65 (2014), pp. 54-56

Persistent link: https://www.econbiz.de/10010485269

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53

Persistent link: https://www.econbiz.de/10010485270

Centralized clearing for credit derivatives : executive summary

Acharya, Viral V.; Engle, Robert F.; Figlewski, Stephen; … - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 168-170

Persistent link: https://www.econbiz.de/10009519957

Derivatives : the ultimate financial innovation : executive summary

Acharya, Viral V.; Brenner, Menachem; Engle, Robert F.; … - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 166-167

Persistent link: https://www.econbiz.de/10009519958

Derivatives : the ultimate financial innovation

Acharya, Viral V.; Brenner, Menachem; Engle, Robert F.; … - In: Restoring financial stability : how to repair a failed …, (pp. 233-249). 2009

Persistent link: https://www.econbiz.de/10003827516

Centralized clearing for credit derivatives

Acharya, Viral V.; Engle, Robert F.; Figlewski, Stephen; … - In: Restoring financial stability : how to repair a failed …, (pp. 251-268). 2009

Persistent link: https://www.econbiz.de/10003827517

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