Thomas Philippon, Cecilia Parlatore Apr 26,2022
Working Paper No.00074-00
We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk... Read More
Thomas Philippon, Cecilia Parlatore Apr 26,2022
Working Paper No.00074-00
We develop a tractable framework to study the optimal design of stress scenarios. A principal wants to manage the unknown risk... Read More
Ivan Marinovic , Martin Szydlowski Sep 22,2020
Working Paper No.00045-01
We study the disclosure policy of a regulator overseeing a monitor with reputation concerns, such as a bank or... Read More
Milton Harris , Christian Opp Marcus Opp Feb 01,2017
Working Paper No.00021-00
We propose a general equilibrium framework to analyze the cross-sectional distribution of credit and its exposure to shocks to the... Read More