Discussion paper DP9800 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights Robert Engle Viral Acharya Diane Pierret 26 Jan 2014 Financial Economics G01 G11 G21 G28
VoxEU Column Falling short of expectations? Stress-testing the European banking system Sascha Steffen Viral Acharya 17 Jan 2014 Financial Markets
VoxEU Column Foreign-currency loans and systemic risk in Europe Pınar Yeşin 26 Nov 2013 International Finance
Discussion paper DP9431 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights Robert Engle Viral Acharya Diane Pierret 14 Apr 2013 Financial Economics G01 G11 G21 G28
VoxEU Column Foreign-currency returns and systemic risks Thomas Nitschka Victoria Galsband 10 Mar 2013 International Finance
Discussion paper DP9134 A Macroeconomic Model of Endogenous Systemic Risk Taking Javier Suarez David Martinez-Miera 16 Sep 2012 Financial Economics International Macroeconomics E44 G21 G28
VoxEU Column Macroprudential policy: Economic rationale and optimal tools Lev Ratnovski Giovanni Favara 6 Aug 2012 Financial Markets
Discussion paper DP9023 Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees Stijn Van Nieuwerburgh Hanno Lustig Bryan Kelly 24 Jun 2012 Financial Economics E44 E60 G12 G13 G18 G21 G28 H23
Discussion paper DP8927 A proposal for the resolution of systemically important assets and liabilities: The case of the repo market Viral Acharya 1 Apr 2012 Financial Economics E58 G01 G28
VoxEU Column Macroprudential policy: What instruments and how to use them? Lessons from country experiences Alejo Costa Cheng Hoon Lim Francesco Columba 16 Mar 2012 Financial Markets
VoxEU Column Capital shortfall: A new approach to ranking and regulating systemic risks Robert Engle Matthew Richardson Viral Acharya 14 Mar 2012 Financial Markets International Finance
Discussion paper DP8913 Aggregate Risk and the Choice between Cash and Lines of Credit Viral Acharya Heitor Almeida Murillo Campello 1 Mar 2012 Financial Economics E22 E5 G21 G31 G32