23-002/IV - Macroprudential Regulation: A Risk Management Approach

• Authors
  Sweder van Wijnbergen, University of Amsterdam; Daniël Dimitrov, University of Amsterdam
• Publication date
  January 19, 2023

• Keywords
  systemic risk, regulation, implied market measures, financial institutions, CDS rates
• JEL
  G01, G20, G18, G38