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DP16680 Misdiagnosing Bank Capital Problems 智库出版物
2021
作者:  Jeremy Bulow;  Paul Klemperer
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Bank capital  Regulatory capital  Capital requirements  Regulatory forbearance  Bank runs  Solvency runs  Liquidity runs  Stress tests  Financial crisis  
DP16484 Persuasion in Global Games with Application to Stress Testing 智库出版物
2021
作者:  Alessandro Pavan;  Nicolas Inostroza
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Global games  Coordination under incomplete information  Bayesian persuasion  Adversarial information design  Stress tests  
Non-bank financial intermediation: The case for a macroprudential framework 智库出版物
2021
作者:  Maurizio Trapanese
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Non-bank financial intermediation  NBFI  Systemic risk  Stress tests  Macroprudential  
The disciplining effect of supervisory scrutiny in the EU-wide stress test 智库出版物
2021
作者:  Christoffer Kok;  Carola Müller;  Steven Ongena;  Cosimo Pancaro
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Stress tests  supervisory scrutiny  Ecb  
DP15901 Why did bank stocks crash during COVID-19? 智库出版物
2021
作者:  Viral Acharya;  Robert Engle;  Sascha Steffen
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Credit lines  Liquidity risk  Bank capital  Loan supply  Stress tests  Pandemic  Covid-19  
DP15792 Persuading Large Investors 智库出版物
2021
作者:  Ricardo Alonso;  Konstantinos Zachariadis
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Information design  Bayesian persuasion  Stress tests  Financial disclosure  Endogenous public signal  
DP15627 Test Design under Falsification 智库出版物
2021
作者:  Vasiliki Skreta;  Eduardo Perez-Richet
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Information design  Falsification  Tests  Manipulation  Cheating  Bayesian persuasion  
Parental influence and cross-country gaps in human capital 智库出版物
2020
作者:  Marta De Philippis;  Federico Rossi
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Education  parental influence  Culture  Immigrants  standardised tests  
DP14415 Hypothesis tests with a repeatedly singular information matrix 智库出版物
2020
作者:  Dante Amengual;  Xinyue Bei;  ENRIQUE SENTANA
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Generalized extremum tests  Higher-order identifiability  Likelihood ratio test  Non-gaussian copulas  Predictive regressions  Skew normal distributions  
Stress tests can limit international spillovers of accommodative monetary policy 智库出版物
2020
作者:  Emily Liu;  Friederike Niepmann;  Tim Schmidt-Eisenlohr
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
monetary easing  Global crisis  Banks  Stress tests  Emerging markets