Yaron Leitner
Institution
Washington University in St. Louis
PhD Year
2001
yaronleitner@gmail.com
FTG Membership
Member
Website
https://olin.wustl.edu/EN-US/Faculty-Research/Faculty/Pages/FacultyDetail.aspx?username=yaronleitner
Featured Work
Nov 17, 2021
Model Secrecy and Stress Tests (JF forthcoming)
Should regulators reveal the models they use to stress test banks? In our setting, revealing leads to gaming, but secrecy can induce banks to underinvest in socially desirable assets for...
Nov 21, 2017
Regulating a model (JFE, forthcoming)
We study a situation in which a regulator relies on risk models that banks produce in order to regulate them. A bank can generate more than one model and choose...
