- Additional Authors
- Description
- 1 online resource (xi, 273 pages) : illustrations.
- Series Statement
- National Bureau of Economic Research conference report
- Uniform Title
- Quantifying systemic risk (Online)
- National Bureau of Economic Research conference report.
- Subject
- Bibliography (note)
- Includes bibliographical references and indexes.
- Access (note)
- Access restricted to authorized users.
- 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.
- LCCN
- 2012020450
- OCLC
- ssj0000873820
- Title
Quantifying systemic risk [electronic resource] / edited by Joseph G. Haubrich and Andrew W. Lo.
- Imprint
Chicago ; London : The University of Chicago Press, 2013.
- Series
National Bureau of Economic Research conference report
National Bureau of Economic Research conference report.
- Bibliography
Includes bibliographical references and indexes.
- Access
Access restricted to authorized users.
- Connect to:
- Added Author
Haubrich, Joseph G., 1958-
Lo, Andrew W. (Andrew Wen-Chuan)