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A tax on systemic risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: Post-crisis regulatory reforms to secure financial …, (pp. 3-39). 2010
Persistent link: https://www.econbiz.de/10008939341
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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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Market failures and regulatory failures : lessons from past and present financial crises
Acharya, Viral V.; Cooley, Thomas F.; Richardson, Matthew; … - 2011
regulation put in place then was successful in addressing market failures, but how, over time, especially around the resolutions …
Persistent link: https://www.econbiz.de/10008907804
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Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises
Acharya, Viral V. - 2011
Depression, why the regulation put in place then was successful in addressing market failures, but how, over time, especially …
Persistent link: https://www.econbiz.de/10013130373
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Systemic Risk and Deposit Insurance Premiums
Acharya, Viral V. - 2010
Persistent link: https://www.econbiz.de/10013138123
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The Dodd-Frank Wall Street Reform and Consumer Protection Act : accomplishments and limitations
Acharya, Viral V.; Cooley, Thomas F.; Richardson, Matthew; … - In: Journal of applied corporate finance : JACF 23 (2011) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10009008087
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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
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Regulating systemic risk : executive summary
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 174-175
Persistent link: https://www.econbiz.de/10009519955
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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
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Measuring Systemic Risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - 2010
We present a simple model of systemic risk and show how each financial institution’s contribution to systemic risk can be measured and priced. An institution’s contribution, denoted systemic expected shortfall (SES), is its propensity to be undercapitalized when the system as a whole is...
Persistent link: https://www.econbiz.de/10014195837