Stress Tests and Information Disclosure PDF book is popular book written by Itay Goldstein. The book was released by on 2018 with total hardcover pages 57. Fast download link is given in this page, you could read Stress Tests and Information Disclosure by Itay Goldstein in PDF, epub and kindle directly from your devices.
We study an optimal disclosure policy of a regulator that has information about banks (e.g., from conducting stress tests). In our model, disclosure can destroy
Should Banks Stress Test Results be Disclosed? An Analysis of the Costs and Benefits reviews the theoretical literature on disclosure, tying it to the recent po
Stress tests have become an important component of the supervisory toolkit. However, the extent of disclosure of stress-test results remains controversial. We a
This paper studies the effect of information disclosure on banks' portfolio risk. We cast a simple banking system into a general equilibrium model with trading
