Quantifying systemic risk /:
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 poss...
Gespeichert in:
| Weitere Verfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chicago ; London :
The University of Chicago Press,
[2013]
|
| Schriftenreihe: | National Bureau of Economic Research conference report.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 online resource (xi, 273 pages) : illustrations. |
| Bibliographie: | Includes bibliographical references and indexes. |
| ISBN: | 0226921964 9780226921969 |
Internformat
MARC
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| 245 | 0 | 0 | |a Quantifying systemic risk / |c edited by Joseph G. Haubrich and Andrew W. Lo. |
| 264 | 1 | |a Chicago ; |a London : |b The University of Chicago Press, |c [2013] | |
| 264 | 4 | |c ©2013 | |
| 300 | |a 1 online resource (xi, 273 pages) : |b illustrations. | ||
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| 490 | 1 | |a National Bureau of Economic Research conference report | |
| 504 | |a Includes bibliographical references and indexes. | ||
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 546 | |a In English. | ||
| 650 | 0 | |a Financial risk |x Mathematical models |v Congresses. | |
| 650 | 0 | |a Risk assessment |v Congresses. | |
| 650 | 0 | |a Operational risk |v Congresses. | |
| 650 | 6 | |a Risque financier |x Modèles mathématiques |v Congrès. | |
| 650 | 6 | |a Évaluation du risque |v Congrès. | |
| 650 | 6 | |a Risque opérationnel |v Congrès. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x Microeconomics. |2 bisacsh | |
| 650 | 7 | |a Operational risk |2 fast | |
| 650 | 7 | |a Risk assessment |2 fast | |
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| 655 | 7 | |a Actes de congrès. |2 rvmgf | |
| 700 | 1 | |a Haubrich, Joseph G., |d 1958- |0 http://id.loc.gov/authorities/names/n87137543 | |
| 700 | 1 | |a Lo, Andrew W. |q (Andrew Wen-Chuan) |0 http://id.loc.gov/authorities/names/no92001206 | |
| 758 | |i has work: |a Quantifying systemic risk (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGBkHXjtCKKCPjFTRmTXMP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
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Datensatz im Suchindex
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| _version_ | 1804748441003229184 |
| adam_text | |
| any_adam_object | |
| author2 | Haubrich, Joseph G., 1958- Lo, Andrew W. (Andrew Wen-Chuan) |
| author2_role | |
| author2_variant | j g h jg jgh a w l aw awl |
| author_GND | http://id.loc.gov/authorities/names/n87137543 http://id.loc.gov/authorities/names/no92001206 |
| author_facet | Haubrich, Joseph G., 1958- Lo, Andrew W. (Andrew Wen-Chuan) |
| author_sort | Haubrich, Joseph G., 1958- |
| building | Verbundindex |
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| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 .Q36 2013 |
| callnumber-search | HG106 .Q36 2013 |
| callnumber-sort | HG 3106 Q36 42013 |
| callnumber-subject | HG - Finance |
| collection | ZDB-4-EBU |
| 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. |
| ctrlnum | (OCoLC)841912682 |
| dewey-full | 338.5 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 338 - Production |
| dewey-raw | 338.5 |
| dewey-search | 338.5 |
| dewey-sort | 3338.5 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| illustrated | Illustrated |
| indexdate | 2024-07-16T15:03:55Z |
| institution | BVB |
| isbn | 0226921964 9780226921969 |
| language | English |
| oclc_num | 841912682 |
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| physical | 1 online resource (xi, 273 pages) : illustrations. |
| psigel | ZDB-4-EBU |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | The University of Chicago Press, |
| record_format | marc |
| series | National Bureau of Economic Research conference report. |
| series2 | National Bureau of Economic Research conference report |
| spelling | Quantifying systemic risk / edited by Joseph G. Haubrich and Andrew W. Lo. Chicago ; London : The University of Chicago Press, [2013] ©2013 1 online resource (xi, 273 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier data file rda National Bureau of Economic Research conference report 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. 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. Print version record. In English. Financial risk Mathematical models Congresses. Risk assessment Congresses. Operational risk Congresses. Risque financier Modèles mathématiques Congrès. Évaluation du risque Congrès. Risque opérationnel Congrès. BUSINESS & ECONOMICS Economics Microeconomics. bisacsh Operational risk fast Risk assessment fast Congress https://id.nlm.nih.gov/mesh/D016423 proceedings (reports) aat Conference papers and proceedings fast Conference papers and proceedings. lcgft http://id.loc.gov/authorities/genreForms/gf2014026068 Actes de congrès. rvmgf Haubrich, Joseph G., 1958- http://id.loc.gov/authorities/names/n87137543 Lo, Andrew W. (Andrew Wen-Chuan) http://id.loc.gov/authorities/names/no92001206 has work: Quantifying systemic risk (Text) https://id.oclc.org/worldcat/entity/E39PCGBkHXjtCKKCPjFTRmTXMP https://id.oclc.org/worldcat/ontology/hasWork Print version: 9780226319285 0226319288 (DLC) 2012020450 National Bureau of Economic Research conference report. http://id.loc.gov/authorities/names/n00011926 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=507140 Volltext |
| spellingShingle | Quantifying systemic risk / National Bureau of Economic Research conference report. 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. Financial risk Mathematical models Congresses. Risk assessment Congresses. Operational risk Congresses. Risque financier Modèles mathématiques Congrès. Évaluation du risque Congrès. Risque opérationnel Congrès. BUSINESS & ECONOMICS Economics Microeconomics. bisacsh Operational risk fast Risk assessment fast |
| subject_GND | https://id.nlm.nih.gov/mesh/D016423 http://id.loc.gov/authorities/genreForms/gf2014026068 |
| title | Quantifying systemic risk / |
| title_auth | Quantifying systemic risk / |
| title_exact_search | Quantifying systemic risk / |
| title_full | Quantifying systemic risk / edited by Joseph G. Haubrich and Andrew W. Lo. |
| title_fullStr | Quantifying systemic risk / edited by Joseph G. Haubrich and Andrew W. Lo. |
| title_full_unstemmed | Quantifying systemic risk / edited by Joseph G. Haubrich and Andrew W. Lo. |
| title_short | Quantifying systemic risk / |
| title_sort | quantifying systemic risk |
| topic | Financial risk Mathematical models Congresses. Risk assessment Congresses. Operational risk Congresses. Risque financier Modèles mathématiques Congrès. Évaluation du risque Congrès. Risque opérationnel Congrès. BUSINESS & ECONOMICS Economics Microeconomics. bisacsh Operational risk fast Risk assessment fast |
| topic_facet | Financial risk Mathematical models Congresses. Risk assessment Congresses. Operational risk Congresses. Risque financier Modèles mathématiques Congrès. Évaluation du risque Congrès. Risque opérationnel Congrès. BUSINESS & ECONOMICS Economics Microeconomics. Operational risk Risk assessment Congress proceedings (reports) Conference papers and proceedings Conference papers and proceedings. Actes de congrès. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=507140 |
| work_keys_str_mv | AT haubrichjosephg quantifyingsystemicrisk AT loandreww quantifyingsystemicrisk |