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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
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Climate Stress Testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023
typical bank loan maturities; (ii) incorporate bank-lending responses to climate risks; (iii) assess the adequacy of climate …
Persistent link: https://www.econbiz.de/10014249918
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Climate Stress Testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - National Bureau of Economic Research - 2023
typical bank loan maturities; (ii) incorporate bank-lending responses to climate risks; (iii) assess the adequacy of climate …
Persistent link: https://www.econbiz.de/10014250115
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Climate stress testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023 - Revised June 2023
typical bank loan maturities; (ii) incorporate banklending responses to climate risks; (iii) assess the adequacy of climate …
Persistent link: https://www.econbiz.de/10014251467
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Climate stress testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023
typical bank loan maturities; (ii) incorporate banklending responses to climate risks; (iii) assess the adequacy of climate …
Persistent link: https://www.econbiz.de/10014480558
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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 13 (2020) 8, 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/10012611389
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Systemic Risk and Deposit Insurance Premiums
Acharya, Viral V.; Santos, João A. C.; Yorulmazer, Tanju - London School of Economics and Political Science
),1 which leads to “fire-sale”–related pecuniaryexternalities; and bank interconnectedness (Allen and Gale2000; Kahn and Santos …
Persistent link: https://www.econbiz.de/10005869397
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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
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State intervention in banking : the relative health of Indian public sector and private sector banks
Acharya, Viral V.; Subramanian, Krishnamurthy V. - In: Monetary policy in India : a modern macroeconomic …, (pp. 195-230). 2016
Persistent link: https://www.econbiz.de/10011584274
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Bank capital and dividend externalities
Acharya, Viral V.; Le, Hanh; Shin, Hyun Song - 2016
this channel, one bank's capital policy affects the equity value and risk of default of other banks. In a model where such … externalities are strong, bank capital takes on the attribute of a public good, where the private equilibrium features excessive … implications of the model with observed bank behavior during the crisis of 2007-09."--Abstract …
Persistent link: https://www.econbiz.de/10011535710