Testing macroprudential stress tests: The risk of regulatory risk weights

Viral Acharya, Robert Engle and Diane Pierret

No 2014022, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2014-01-01
Note: In : Journal of Monetary Economics, vol. 65, p. 36-53 (2014)
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Related works:
Journal Article: Testing macroprudential stress tests: The risk of regulatory risk weights (2014)
Working Paper: Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights (2014)
Working Paper: Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights (2013)
Working Paper: Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights (2013)
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