Testing macroprudential stress tests :
Acharya, Viral V
Testing macroprudential stress tests : The Risk of regulatory risk weights / Viral V. Acharya, Robert Engle and Diane Pierret - Cambridge NBER 2013 - 45p - NBER Working Paper ; 18968 .
NBERWP 18968
E9758.pdf
Testing macroprudential stress tests : The Risk of regulatory risk weights / Viral V. Acharya, Robert Engle and Diane Pierret - Cambridge NBER 2013 - 45p - NBER Working Paper ; 18968 .
NBERWP 18968
E9758.pdf