Work

Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2245211

Authors: Viral V. Acharya, Robert F. Engle, Diane Pierret

Institutions: National Bureau of Economic Research, European Corporate Governance Institute, Centre for Economic Policy Research, New York University, University of Luxembourg

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2066698196

Cites: 13

Cited by: 120

Related to: 10