Salience, systemic risk and spectral risk measures as capital requirements (Q2246646)

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Salience, systemic risk and spectral risk measures as capital requirements
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    Salience, systemic risk and spectral risk measures as capital requirements (English)
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    16 November 2021
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    systemic risk
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    probability weighting
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    spectral risk measures
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    capital requirements
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    macroprudential regulation
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