TY  - BOOK
AU  - Haubrich,Joseph G.
AU  - Lo,Andrew W.
TI  - Quantifying systemic risk
T2  - National Bureau of Economic Research conference report
SN  - 0226921964
AV  - HG106 .Q36 2013
U1  - 338.5 23
PY  - 2013///]
CY  - Chicago, London
PB  - The University of Chicago Press
KW  - Financial risk
KW  - Mathematical models
KW  - Congresses
KW  - Risk assessment
KW  - Operational risk
KW  - Risque financier
KW  - Modèles mathématiques
KW  - Congrès
KW  - Évaluation du risque
KW  - Risque opérationnel
KW  - BUSINESS & ECONOMICS
KW  - Economics
KW  - Microeconomics
KW  - bisacsh
KW  - fast
KW  - Electronic books
KW  - Congress
KW  - Conference papers and proceedings
KW  - lcgft
KW  - Actes de congrès
KW  - rvmgf
N1  - 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
N2  - In the aftermath of the recent financial crisis, the federal government has pursued significant regulatory reforms, including proposals to measure and monitor systemic risk. However, there is much debate about how this might be accomplished quantitatively and objectively-or whether this is even possible. A key issue is determining the appropriate trade-offs between risk and reward from a policy and social welfare perspective given the potential negative impact of crises. One of the first books to address the challenges of measuring statistical risk from a system-w
UR  - https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=507140
ER  -