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Testing macroprudential stress tests : the risk of regulatory risk weights

Viral V. Acharya

Publication Data

Title Testing macroprudential stress tests : the risk of regulatory risk weights
Author Viral V. Acharya
Contributors R. F. Engle, Diane Pierret, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2014
Publication location London
Language English

Topics

Financial risk management

Catalogue Data

OBNB ID GBB5D6521
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.1

ISBD

P1053 47 pages
P1042 Includes bibliographical references.

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Testing macroprudential stress tests : the risk of regulatory risk weights by Viral V. Acharya. Published by Centre for Economic Policy Research in 2014. Publication and catalogue information, links to buy online and reader comments.