top of page
Rechercher
  • Photo du rédacteurHélène Dufour

The Next Decade of EU Macroprudential Policy

"This paper presents an overview of key proposals formulated by the European Systemic Risk Board (ESRB), the European Banking Authority (EBA) and the European Central Bank (ECB) in the context of the review of the macroprudential policy framework of the European Union (EU), aimed at improving its operation and efficiency over the medium term."


Posts récents

Voir tout

Bayesian Adaptive Sparse Copula

This paper introduces a multivariate sparse multiscale Bernstein polynomial model for copula dependence structures, utilizing a Bayesian spike-and-slab prior. The method enhances efficiency by preserv

Comments


bottom of page