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Can I read Required Capital for Long-Run Risks on EtoBox?
Required Capital for Long-Run Risks by C. Gouriéroux; A. Monfort; J.-P. Renne is a Economics, Econometrics and Finance article available to read on EtoBox.
What is Required Capital for Long-Run Risks about?
One of the objectives of the recent microprudential regulation is to separate the computation of required capital for short-run and long-run risks. This paper provides a coherent framework to define, compute, and update these components. The approach is developed in greater details in the context of the transition to low-carbon economies. A numerical example is given.
Who reads Required Capital for Long-Run Risks?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- C. Gouriéroux; A. Monfort; J.-P. Renne
- Publisher
- Elsevier BV
- Published
- 2022
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)