Similar Search Results

Understanding and managing interest rate risk at banks

Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231

Persistent link: https://www.econbiz.de/10011974365

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

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

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

Risk-Sharing and the Creation of Systemic Risk

Acharya, Viral V. - 2020

We address the paradox that financial innovations aimed at risk-sharing appear to have made the world riskier … liquid assets. When risk-sharing is primitive, agents selfhedge and hold more liquid assets; this buffers aggregate risks …, resulting in few correlated failures compared to when there is greater risk sharing. We apply this insight to build a model of a …

Persistent link: https://www.econbiz.de/10012822763