Incluye bibliografías e índice.

I. Maket risk, risk modeling, and financial system stability: 1. Bank trading risk and systemic risk / Philippe Jorion ; 2. Estimating bank trading risk: a factor model approach / James O'Brien and Jeremy Berkowitz -- II. Systemic risk: 3. How do banks manage liquidity risk? Evidence from the equity and deposit markets in the fall of 1998 / Evan Gatev, Til Schuermann, and Philip E. Strahan ; 4. Banking system stability : a cross-Atlantic perspective / Philipp Hartmann, Stefan Straetmans, and Casper G. de Vries ; 5. Bank concentration and fragility: impact and mechanics / Thorsten Beck, Asli Demirgüç-Kunt, and Ross Levine ; 6. Systemic risk and hedge funds / Nicholas Chan [and others] ; 7. Systemic risk and regulation / Franklin Allen and Douglas Gale ; 8. Pillar 1 versus pillar 2 under risk management / Loriana Pelizzon and Stephen Schaefer -- IV. New frontiers risk measurement: 9. Global business cycles and credit risk / M. Hashem Pesaran, Til Schuermann, and Björn-Jakob Treutler ; 10. Implications of alternative operational risk modeling techniques / Patrick de Fontnouvelle, Eric S. Rosengren, and John S. Jordan ; 11. Practical volatility and correlation modeling for financial market risk management / Torben G. Andersen ; 12. Special purpose vehicles and securitization / Gary B. Gorton and Nicholas S. Souleles ; 13. Default risk sharing between banks and markets: the contribution of collateralized debt obligations / Günter Franke and Jan Pieter Krahnen.