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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
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Climate Stress Testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023
We explore the design of climate stress tests to assess and manage macroprudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...
Persistent link: https://www.econbiz.de/10014355670
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Climate Stress Testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023
We explore the design of climate stress tests to assess and manage macro-prudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...
Persistent link: https://www.econbiz.de/10014358374
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Climate stress testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - In: Annual review of financial economics 15 (2023), pp. 291-326
Persistent link: https://www.econbiz.de/10014426292
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Centralized clearing for credit derivatives
Acharya, Viral V.; Engle, Robert F.; Figlewski, Stephen; … - In: Restoring financial stability : how to repair a failed …, (pp. 251-268). 2009
Persistent link: https://www.econbiz.de/10003827517
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Climate Stress Testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023
We explore the design of climate stress tests to assess and manage macro-prudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...
Persistent link: https://www.econbiz.de/10014249918
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Climate Stress Testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - National Bureau of Economic Research - 2023
We explore the design of climate stress tests to assess and manage macro-prudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...
Persistent link: https://www.econbiz.de/10014250115
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Climate stress testing
Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - 2023 - Revised June 2023
We explore the design of climate stress tests to assess and manage macro-prudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...
Persistent link: https://www.econbiz.de/10014251467
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Estimating systemic risk for non-listed Euro-area banks
Engle, Robert F.; Emambakhsh, Tina; Manganelli, Simone; … - In: Journal of financial stability 75 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015177175
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The underlying dynamics of credit correlations
Berd, Arthur; Engle, Robert F.; Voronov, Artem - In: The definitive guide to CDOs : market, application, …, (pp. 73-116). 2008
Persistent link: https://www.econbiz.de/10003918664