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~person:"Engle, Robert F."
~person:"Lehnert, Andreas"
~subject:"Banking supervision"
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Engle, Robert F.
Lehnert, Andreas
Acharya, Viral V.
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1
Supervisory stress tests
Hirtle, Beverly J.
;
Lehnert, Andreas
-
2014
modeling decisions, which has not received as much attention as scenario design, disclosure or other
stress
test
design choices. …
Persistent link: https://www.econbiz.de/10010423814
Saved in:
2
Supervisory Stress Tests
Hirtle, Beverly
-
2014
modeling decisions, which has not received as much attention as scenario design, disclosure or other
stress
test
design choices …
Persistent link: https://www.econbiz.de/10013044327
Saved in:
3
Supervisory stress tests
Hirtle, Beverly J.
;
Lehnert, Andreas
- In:
Annual review of financial economics
7
(
2015
),
pp. 339-355
Persistent link: https://www.econbiz.de/10011567579
Saved in:
4
Supervisory Stress Tests
Hirtle, Beverly
-
2015
as scenario design, disclosure, or other
stress
test
design choices …
Persistent link: https://www.econbiz.de/10013010391
Saved in:
5
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
6
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
Saved in:
7
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009741443
Saved in:
8
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
Saved in:
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