The risks of financial institutions / edited by Mark Carey and René M. Stulz.

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Material type: Text

TextSeries: National Bureau of Economic Research conference reportPublication details: Chicago : University of Chicago Press, 2006.Description: 1 online resource (xi, 655 pages) : illustrationsContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9780226092980
0226092984
1281125385
9781281125385
9786611125387
6611125388

Subject(s):

Genre/Form:

Additional physical formats: Print version:: Risks of financial institutions.DDC classification:

332.1068/1 22

LOC classification:

HG173 .R562 2006eb

Online resources:

Click here to access online

Contents:

Bank trading risk and systemic risk / Philippe Jorion -- Estimating bank trading risk : a factor model approach / James O'Brien and Jeremy Berkowitz -- Comments on chapters 1 and 2 / Kenneth C. Abbott, Paul Kupiec -- 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 ; Comment / Mark Carey -- Banking system stability : a cross-Atlantic perspective / Philipp Hartmann, Stefan Straetmans, and Casper G. de Vries ; Comment / Anthony Saunders -- Bank concentration and fragility : impact and mechanics / Thorsten Beck, Asli Demirgüç-Kunt, and Ross Levine ; Comment / René M. Stulz -- Systemic risk and hedge funds / Nicholas Chan [and others] ; Comment / David M. Modest -- Systemic risk and regulation / Franklin Allen and Douglas Gale ; Comment / Charles W. Calomiris -- Pillar 1 versus pillar 2 under risk management / Loriana Pelizzon and Stephen Schaefer ; Comment / Marc Saidenberg -- Global business cycles and credit risk / M. Hashem Pesaran, Til Schuermann, and Björn-Jakob Treutler ; Comment / Richard Cantor -- Implications of alternative operational risk modeling techniques / Patrick de Fontnouvelle, Eric S. Rosengren, and John S. Jordan ; Comment / Andrew Kuritzkes -- Practical volatility and correlation modeling for financial market risk management / Torben G. Andersen [and others] ; Comment / Pedro Santa-Clara -- Special purpose vehicles and securitization / Gary B. Gorton and Nicholas S. Souleles ; Comment / Peter Tufano -- Default risk sharing between banks and markets : the contribution of collateralized debt obligations / Günter Franke and Jan Pieter Krahnen ; Comment / Patricia Jackson.

Summary: 'The Risks of Financial Institutions' examines the various risks affecting financial institutions and explores a variety of methods to help institutions and regulators more accurately measure and forecast risk.

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Papers presented at a conference held in Woodstock, Vt., on Oct. 22-23, 2004.

"National Bureau of Economic Research"--Page v

Includes bibliographical references and indexes.

Print version record.

'The Risks of Financial Institutions' examines the various risks affecting financial institutions and explores a variety of methods to help institutions and regulators more accurately measure and forecast risk.

English.

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