Details
NAME
Yaron Leitner
INSTITUTION
Washington University in St. Louis
EMAIL
yaronleitner@gmail.com
Featured Work
2021
Model Secrecy and Stress Tests (JF forthcoming)
Nov 17,2021
Should regulators reveal the models they use to stress test banks? In our setting, revealing leads to gaming, but secrecy...
Show Previous Versions2020
Model Secrecy and Stress Tests
Aug 29,2020
We study whether regulators should reveal the models they use to stress test banks. In our setting, revealing leads to...
2017
Regulating a model (JFE, forthcoming)
Nov 21,2017
We study a situation in which a regulator relies on risk models that banks produce in order to regulate them....