Required capital for long-run risks

DOI10.1016/j.jedc.2022.104502OpenAlexW4289313730WikidataQ114161676 ScholiaQ114161676MaRDI QIDQ2102860

Alain Monfort, Christian Gouriéroux, Jean-Paul Renne

Publication date: 12 December 2022

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104502

zbMATH Keywords

pension fundrisk profilelong-run risklow carbontransition risksmicroprudential supervisionshort and long-run required capital

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• Discounting climate change
• Strategic long-term financial risks: single risk factors
• A Theory of the Term Structure of Interest Rates

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