TY  - BOOK
AU  - Haubrich,Joseph G
AU  - Lo,Andrew W
TI  - Quantifying systemic risk 
T2  - A National Bureau of Economic Research conference report
SN  - 9780226319285 
U1  - 338.5 22
PY  - 2013///
CY  - Chicago 
PB  - University of Chicago Press
KW  - Financial risk
KW  - Mathematical models
KW  - Congresses
KW  - Risk assessment
KW  - Operational risk
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
ER  -