Required Capital for Long-Run Risks

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2022
Volume: 144
Issue: C

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:dyncon:v:144:y:2022:i:c:s0165188922002068
Journal Field
Macro
Author Count
3
Added to Database
2026-01-26