Similar Search Results

Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023

We explore the design of climate stress tests to assess and manage macro-prudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...

Persistent link: https://www.econbiz.de/10014480558

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

A pyrrhic victory? : bank bailouts and sovereign credit risk

Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2689-2739

Persistent link: https://www.econbiz.de/10010502195

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

How do global banks scramble for liquidity? : evidence from the asset-backed commercial paper freeze of 2007

Acharya, Viral V.; Afonso, Gara; Kovner, Anna - In: Journal of financial intermediation 30 (2017), pp. 1-34

Persistent link: https://www.econbiz.de/10011822415

Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives

Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2018

Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....