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Title Quantifying systemic risk [electronic resource] / edited by Joseph G. Haubrich and Andrew W. Lo.
Publication Info. Chicago ; London : The University of Chicago Press, [2013].
©2013
Location Call No. Status Notes
 Libraries Electronic Books  ELECTRONIC BOOKS-DDA    AVAIL. ONLINE
Description 1 online resource.
Series National Bureau of Economic Research conference report.
Note Description based on print version record.
Bibliography Includes bibliographical references and indexes.
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.
Reproduction Electronic reproduction. Perth, W.A. Available via World Wide Web.
Note Description based on print version record.
Subject Financial risk -- Mathematical models -- Congresses.
Risk assessment -- Congresses.
Operational risk -- Congresses.
Added Author Haubrich, Joseph Gerard, 1958-
Lo, Andrew W. (Andrew Wen-Chuan)
Ebooks Corporation
Related To Original 9780226319285 0226319288 (DLC) 2012020450
ISBN 0226921964 (electronic bk.)
9780226921969 (electronic bk.)
9780226319285 (cloth : alkaline paper)
0226319288 (cloth : alkaline paper)
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