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Quantifying systemic risk /
In the aftermath of the recent financial crisis, the federal government has pursued significant regulatory reforms, including proposals to measure and monitor systemic risk. However, there is much debate about how this might be accomplished quantitatively and objectively-or whether this is even poss...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chicago ; London :
The University of Chicago Press,
[2013]
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| Colección: | National Bureau of Economic Research conference report.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Introduction / Joseph G. Haubrich and Andrew W. Lo
- Systemic risk and financial innovation : towards a "unified" approach / Henry T.C. Hu
- Liquidity risk, cash flow constraints, and systemic feedbacks / Sujit Kapadia, Mathias Drehmann, John Elliott, and Gabriel Sterne
- Comment: Mikhail Oet
- Endogenous and systemic risk / Jon Danielsson, Hyun Song Shin, and Jean-Pierre Zigrand
- Comment: Bruce Mizrach, Terence C. Burnham
- Systemic risks and the macroeconomy / Gianni De Nicolò and Marcella Lucchetta
- Comment: Hao Zhou
- Hedge fund tail risk / Tobias Adrian, Markus K. Brunnermeier, and Hoai-Luu Nguyen
- Comment: Ben Craig
- How to calculate systemic risk surcharges / Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson
- Comment: Mathias Drehmann
- The quantification of systemic risk and stability: new methods and measures / Romney B. Duffey
- Comment: Joseph G. Haubrich.