Quantifying systemic risk

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Material type: Text

TextSeries: Publication details: Chicago University of Chicago Press 2013Description: xi,273p. illustrations 24 cmISBN:

9780226319285

Subject(s):

DDC classification:

338.5 22 QU-

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.

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Holdings
Item type	Home library	Collection	Shelving location	Call number	Materials specified	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus	General Books	Main Library	338.5 QU- (Browse shelf(Opens below))		Available		128538

Includes bibliographical references and indexes.

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