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Economics with Market Liquidity Risk
Acharya, Viral V. - 2020
well-functioning marketplace will also exist in the future. Market liquidity risk is the risk that the market will function … effects of market liquidity risk on asset pricing, investment management, corporate finance, banking, financial crises …
Persistent link: https://www.econbiz.de/10012847877
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Testing Macroprudential Stress Tests : The Risk of Regulatory Risk Weights
Acharya, Viral V. - 2015
shortfalls are measured relative to risk-weighted assets, the ranking of financial institutions is very different from the V …-Lab stress test, whereas when measured relative to total assets, the results are quite similar. We show that the risk measures … used in risk-weighted assets are cross-sectionally uncorrelated with market measures of risk as they do not account for the …
Persistent link: https://www.econbiz.de/10013035758
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Financial Vulnerability and Risks to Growth in Emerging Markets
Acharya, Viral V. - 2020
in their business cycles relative to those of advanced economies. Information on the domestic price of risk, cost of …
Persistent link: https://www.econbiz.de/10012831744
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MEASURING SYSTEMIC RISK
Acharya, Viral V.; Brownlees, Christian; Engle, Robert; … - In: Managing and Measuring Risk:Emerging Global Standards …
Systemic Risk RankingsSystemic Risk MethodologySystemic Risk Analysis of the Financial Crisis of 2007 to 2009Appendix AUK …
Persistent link: https://www.econbiz.de/10011206372
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TAXING SYSTEMIC RISK
Acharya, Viral V.; Pedersen, Lasse; Philippon, Thomas; … - In: Managing and Measuring Risk:Emerging Global Standards …
AbstractThe following sections are included:Systemic Risk and the Financial Crisis of 2007 to 2009Regulating Systemic …
Persistent link: https://www.econbiz.de/10011206586
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Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises
Acharya, Viral V.; Cooley, Thomas; Richardson, Matthew; … - Asian Development Bank Institute, Asian Development Bank - 2011
presents a case that there were four primary failures contributing to the crisis: excessive risk-taking in the financial sector … due to mispriced government guarantees; regulatory focus on individual institution risk rather than systemic risk; opacity …
Persistent link: https://www.econbiz.de/10008829846
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Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises
Acharya, Viral V.; Cooley, Thomas; Richardson, Matthew; … - East Asian Bureau of Economic Research (EABER) - 2011
case that there were four primary failures contributing to the crisis : excessive risk-taking in the financial sector due … to mispriced government guarantees; regulatory focus on individual institution risk rather than systemic risk; opacity of …
Persistent link: https://www.econbiz.de/10011278053
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Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises
Acharya, Viral V.; Cooley, Thomas; Richardson, Matthew; … - East Asian Bureau of Economic Research (EABER) - 2011
case that there were four primary failures contributing to the crisis : excessive risk-taking in the financial sector due … to mispriced government guarantees; regulatory focus on individual institution risk rather than systemic risk; opacity of …
Persistent link: https://www.econbiz.de/10011278152
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Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises
Acharya, Viral V.; Cooley, Thomas; Richardson, Matthew; … - East Asian Bureau of Economic Research (EABER) - 2011
case that there were four primary failures contributing to the crisis : excessive risk-taking in the financial sector due … to mispriced government guarantees; regulatory focus on individual institution risk rather than systemic risk; opacity of …
Persistent link: https://www.econbiz.de/10011278206
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Market failures and regulatory failures: Lessons from past and present financial crises
Acharya, Viral V.; Cooley, Thomas; Richardson, Matthew; … - 2011
case that there were four primary failures contributing to the crisis: excessive risk-taking in the financial sector due to … mispriced government guarantees; regulatory focus on individual institution risk rather than systemic risk; opacity of positions …
Persistent link: https://www.econbiz.de/10010286114