Quantifying systemic risk
Material type:
TextSeries: Publication details: Chicago University of Chicago Press 2013Description: xi,273p. illustrations 24 cmISBN: - 9780226319285
- 338.5 22 QU-
Print
| Item type | Home library | Collection | Call number | Status | Date due | Barcode | |
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Print
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OPJGU Sonepat- Campus Main Library | General Books | 338.5 QU- (Browse shelf(Opens below)) | Available | 128538 |
Includes bibliographical references and indexes.
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.
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