Macroprudential stress tests should not rely on regulatory risk weights

Research blog (E-prints, Working papers and Research blog)

Acharya, Viral; Engle, Robert; PIERRET, Diane

2014

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https://hdl.handle.net/10993/59967

Macroprudential stress tests should not rely on regulatory risk weights.pdf

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Disciplines :

Finance

Author, co-author :

Acharya, Viral; New York University Stern School of Business

Engle, Robert; Leonard N. Stern School of Business

PIERRET, Diane ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

Language :

English

Title :

Macroprudential stress tests should not rely on regulatory risk weights

Publication date :

March 2014

Source :

Available on ORBilu :

since 18 January 2024

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