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Macroprudential stress tests should not rely on regulatory risk weights 智库出版物
2014
作者:  Viral Acharya;  Robert Engle;  Diane Pierret
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DP9800 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights 智库出版物
2014
作者:  Robert Engle;  Viral Acharya;  Diane Pierret
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Macroprudential regulation  Stress test  Systemic risk  Risk-weighted assets  
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights 智库出版物
2013
作者:  Viral V. Acharya;  Robert Engle;  Diane Pierret
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DP9431 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights 智库出版物
2013
作者:  Robert Engle;  Viral Acharya;  Diane Pierret
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Macroprudential regulation  Stress test  Systemic risk  Risk-weighted assets