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How securitization concentrated risk in the financial sector
Acharya, Viral V.; Richardson, Matthew - In: What caused the financial crisis, (pp. 183-199). 2011
Persistent link: https://www.econbiz.de/10008902465
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Measuring systemic risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - 2010
Persistent link: https://www.econbiz.de/10008729109
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The financial sector "bailout" : sowing the seeds of the next crisis? ; executive summary
Acharya, Viral V.; Sundaram, Rangarajan K. - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 180-182
Persistent link: https://www.econbiz.de/10009519953
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Corporate governance in the modern financial sector
Acharya, Viral V.; Carpenter, Jennifer N.; Gabaix, Xavier; … - In: Restoring financial stability : how to repair a failed …, (pp. 185-196). 2009
Persistent link: https://www.econbiz.de/10003827513
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The financial sector bailout : sowing the seeds of the next crisis?
Acharya, Viral V.; Sundaram, Rangarajan K. - In: Restoring financial stability : how to repair a failed …, (pp. 327-339). 2009
Persistent link: https://www.econbiz.de/10003827525
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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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Measuring Systemic Risk
Acharya, Viral V. - 2010
We present an economic model of systemic risk and show that each financial institution's contribution to systemic risk can be measured as its systemic expected shortfall (SES), i.e., its propensity to be undercapitalized when the system as a whole is undercapitalized. SES increases in the...
Persistent link: https://www.econbiz.de/10013146618
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Taxing systemic risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: Managing and measuring risk : emerging global standards …, (pp. 99-122). 2012
Persistent link: https://www.econbiz.de/10009742626
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Measuring systemic risk for insurance companies
Acharya, Viral V.; Philippon, Thomas; Richardson, Matthew - In: The economics, regulation, and systemic risk of …, (pp. 100-123). 2018
Persistent link: https://www.econbiz.de/10011959268
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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