Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7409293 | Journal of Financial Stability | 2017 | 17 Pages |
Abstract
This exercise extends the quantitative analyses performed by the European Commission in its Economic Review of the Financial Regulation Agenda by developing additional scenarios, crucial robustness checks, simulations for different annual data vintages, and by implementing some methodological improvements.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics, Econometrics and Finance (General)
Authors
Peter Benczur, Giuseppina Cannas, Jessica Cariboni, Francesca Di Girolamo, Sara Maccaferri, Marco Petracco Giudici,