Testing macroprudential stress tests : the risk of regulatory risk weights
Viral Acharya; Robert Engle; Diane Pierret
| Year of publication: |
2014
|
|---|---|
| Authors: | Acharya, Viral V. ; Engle, Robert F. ; Pierret, Diane |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 65.2014, p. 36-53
|
| Subject: | Macroprudential regulation | Stress test | Systemic risk | Risk-weighted assets | Stresstest | Systemrisiko | Bankrisiko | Bank risk | Bankenaufsicht | Banking supervision | Bankenkrise | Banking crisis | Finanzmarktaufsicht | Financial supervision | Wirkungsanalyse | Impact assessment | EU-Staaten | EU countries | Schätzung | Estimation | Kreditrisiko | Credit risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010485270