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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
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Competition among banks, capital requirements and international spillovers
Acharya, Viral V. - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 3, pp. 337-358
Persistent link: https://www.econbiz.de/10001633983
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Banks, systemic risk, and design of prudential regulation
Acharya, Viral V. - 2000
Persistent link: https://www.econbiz.de/10001486274
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Dividends and bank capital in the global financial crisis of 2007-2009
Acharya, Viral V.; Gujral, Irvind; Kulkarni, Nirupama; … - In: The journal of financial crises 4 (2022) 2, pp. 1-39
Persistent link: https://www.econbiz.de/10013447565
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Lending implications of U.S. bank stress tests : costs or benefits?
Acharya, Viral V.; Berger, Allen N.; Roman, Raluca A. - In: Journal of financial intermediation 34 (2018), pp. 58-90
Persistent link: https://www.econbiz.de/10012114243
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Should banks be diversified? : Evidence from individual bank loan portfolios
Acharya, Viral V.; Hasan, Iftekhar; Saunders, Anthony - In: The journal of business : B 79 (2006) 3, pp. 1355-1412
Persistent link: https://www.econbiz.de/10003337003
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In the Shadow of Banks : Wealth Management Products and Issuing Banks’ Risk in China
Acharya, Viral V. - 2020
We study the rise and risks in bank issuance of Wealth Management Products (WMPs), which are off … greater competition from the Big Four banks. We find that this growth of WMPs imposed rollover risks for all the bank issuers …, as reflected in higher yields on new WMPs, higher borrowing rates in the inter-bank market, and adverse stock market …
Persistent link: https://www.econbiz.de/10012848972
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Risk-sharing and the creation of systemic risk
Acharya, Viral V.; Iyer, Aaditya M.; Sundaram, Rangarajan K. - In: Journal of risk and financial management : JRFM 13 (2020) 8/183, pp. 1-18
We address the paradox that financial innovations aimed at risk-sharing appear to have made the world riskier. Financial innovations facilitate hedging idiosyncratic risks among agents; however, aggregate risks can be hedged only with liquid assets. When risk-sharing is primitive, agents...
Persistent link: https://www.econbiz.de/10012321952
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Risk-sharing and the creation of systemic risk
Acharya, Viral V.; Iyer, Aaditya M.; Sundaram, Rangarajan K. - 2020
Persistent link: https://www.econbiz.de/10012302128
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Should banks be diversified? : Evidence from individual bank loan portfolios
Acharya, Viral V.; Hasan, Iftekhar; Saunders, Anthony - 2002
Persistent link: https://www.econbiz.de/10013456907