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Quantifying systemic risk.

Contributor(s): Material type: TextTextSeries: A National Bureau of Economic Research Conference ReportPublication details: Chicago ; London : The University of Chicago Press, 2013.Edition: Edited by Joseph G. Haubrich and Andrew W. LoDescription: xi, 273 páginas : tablas, gráficas ; 24 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 9780226319285
Subject(s): DDC classification:
  • 338.5  Q81  23
Other classification:
  • G24
Contents:
Introduction / Joseph G. Haubrich and Andrew W. Lo -- Systemic risk and financial innovation : towards a "unified" approach / Henry T.C. Hu -- 1. Liquidity risk, cash flow constraints, and systemic feedbacks / Sujit Kapadia, Mathias Drehmann, John Elliott, and Gabriel Sterne -- 2. Endogenous and systemic risk / Jon Danielsson, Hyun Song Shin, and Jean-Pierre Zigrand -- 3. Systemic risks and the macroeconomy / Gianni De Nicolò and Marcella Lucchetta -- 4. Hedge fund tail risk / Tobias Adrian, Markus K. Brunnermeier, and Hoai-Luu Nguyen -- 5. How to calculate systemic risk surcharges / Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson -- 6. The quantification of systemic risk and stability: new methods and measures / Romney B. Duffey.
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Holdings
Item type Home library Call number Vol info Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 338.5 Q81 (Browse shelf(Opens below)) Ejemplar 1 Available Mantener en colección 29004024881723
Total holds: 0

Incluye bibliografías e índice.

Introduction / Joseph G. Haubrich and Andrew W. Lo -- Systemic risk and financial innovation : towards a "unified" approach / Henry T.C. Hu -- 1. Liquidity risk, cash flow constraints, and systemic feedbacks / Sujit Kapadia, Mathias Drehmann, John Elliott, and Gabriel Sterne -- 2. Endogenous and systemic risk / Jon Danielsson, Hyun Song Shin, and Jean-Pierre Zigrand -- 3. Systemic risks and the macroeconomy / Gianni De Nicolò and Marcella Lucchetta -- 4. Hedge fund tail risk / Tobias Adrian, Markus K. Brunnermeier, and Hoai-Luu Nguyen -- 5. How to calculate systemic risk surcharges / Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson -- 6. The quantification of systemic risk and stability: new methods and measures / Romney B. Duffey.

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