Impact of systemic risk regulation on optimal policies and asset prices
Year of publication: |
2023
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Authors: | Bernard, Carole ; Cui, Xuecan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 154.2023, p. 1-17
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Subject: | Conditional VaR (CoVaR) constraint | Equilibrium analysis | State-dependent capital requirement | Stress scenarios | Systemic expected shortfall (SES) | Systemic risk management | Theorie | Theory | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Finanzdienstleistung | Financial services | Finanzkrise | Financial crisis | Risikomanagement | Risk management |
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