Required Capital for Long-run Risks
نویسندگان
چکیده
One of the objectives recent prudential regulation is to separate computation required capital for short- and long-run risks. This paper provides a coherent framework define, compute, update these components. We provide different examples, among which transition low carbon economies.
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ژورنال
عنوان ژورنال: Social Science Research Network
سال: 2021
ISSN: ['1556-5068']
DOI: https://doi.org/10.2139/ssrn.3907847