An edition of Quantifying systemic risk
(2012)
Quantifying systemic risk
by Joseph Gerard Haubrich and Andrew W. Lo
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Table of Contents
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.
Edition Notes
Includes bibliographical references and index.
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History
- Created May 23, 2012
- 6 revisions
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| December 21, 2022 | Edited by MARC Bot | import existing book |
| December 25, 2021 | Edited by ImportBot | import existing book |
| October 18, 2020 | Edited by MARC Bot | import existing book |
| October 10, 2020 | Edited by ImportBot | import existing book |
| May 23, 2012 | Created by LC Bot | Imported from Library of Congress MARC record |