Narrow search
Showing 1 - 10 of 133
Cover Image
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
Cover Image
The dark side of liquidity creation : leverage and systemic risk
Acharya, Viral V.; Thakor, Anjan V. - In: Journal of financial intermediation 28 (2016), pp. 4-21
Persistent link: https://www.econbiz.de/10011715175
Cover Image
Regulating systemic risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: Restoring financial stability : how to repair a failed …, (pp. 283-303). 2009
Persistent link: https://www.econbiz.de/10003827522
Cover Image
The Dodd-Frank act, systemic risk and capital requirements
Acharya, Viral V.; Richardson, Matthew - In: Future of banking, (pp. 41-48). 2011
Persistent link: https://www.econbiz.de/10009522522
Cover Image
How to calculate systemic risk surcharges
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: Quantifying systemic risk, (pp. 175-212). 2013
Persistent link: https://www.econbiz.de/10010191395
Cover Image
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
Cover Image
Climate stress testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023 - Revised June 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/10014251467
Cover Image
Implication of the Dodd-Frank Act
Acharya, Viral V.; Richardson, Matthew - In: Annual review of financial economics 4 (2012), pp. 1-38
Persistent link: https://www.econbiz.de/10009690355
Cover Image
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
Cover Image
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