SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights · Study

PreprintShelves

PreprintTesting Macroprudential Stress Tests: The Risk of Regulatory Risk Weights

Viral V. Acharya2013

OA

Preprintgreen2013

Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights

Viral V. Acharya · Robert F. Engle · Diane Pierret

120 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Banking stability, regulation, efficiency Financial Risk and Volatility Modeling Global Financial Regulation and Crises

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 120 citations exist upstream.

References

2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks 2011A Macroprudential Approach to Financial Regulation 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 2013Stress-testing macro stress testing: Does it live up to expectations?2009Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences 2014The manipulation of basel risk-weights 2013Supervisors as information producers: Do stress tests reduce bank opaqueness?2010Measuring Systemic Risk

Cited by

2014Crisis-related shifts in the market valuation of banking activities 2014The Limits of Model-Based Regulation 2013The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks 2015Bank Capital Regulation: Theory, Empirics, and Policy 2015SRISK: A Conditional Capital Shortfall Index for Systemic Risk Measurement 2009Syndication, Interconnectedness, and Systemic Risk

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014Testing macroprudential stress tests: The risk of regulatory risk weightsarticle · 6 shared references 2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weightsreport · 5 shared references 2021Systemic risk measures and regulatory challengesarticle · 4 shared references 2012Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacyarticle · 3 shared references 2016Dynamic Conditional Betaarticle · 3 shared references 2015Systemic risk of insurers around the globearticle · 3 shared references

Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations120

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.2139/ssrn.2245211

openalex_workW2066698196

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2020Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures

2016Are the Federal Reserve’s Stress Test Results Predictable?