| 청구기호 |
338.5 B897r |
| 형태사항 |
xi, 273 pages : illustration ; 24 cm
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| 총서명 |
National Bureau of Economic Research conference report
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| 언어 |
English |
| 일반주기 |
Contains selection of the papers of two National Bureau of Economic Research (NBER) conferences on systemic risk measurement held in October 2010 in New York and in April 2011 in Chicago.
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| 서지주기 |
Includes bibliographical references and index.
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| 내용 |
Introduction / Markus Brunnermeier and Arvind Krishnamurthy -- Measurement and disclosure. Challenges in identifying and measuring systemic risk / Lars Peter Hansen ; Regulating systemic risk through transparency: tradeoffs in making data public / Augustin Landier and David Thesmar -- Risk exposures. Systemic risk exposures: a 10-by-10-by-10 approach / Darrell Duffie ; Remapping the flow of funds / Juliane Begenau, Monika Piazzesi and Martin Schneider ; Measuring margin / Robert L. Mcdonald ; A transparency standard for derivatives / Viral V Acharya -- Liquidity and leverage. Liquidity mismatch measurement / Markus Brunnermeier, Arvind Krishnamurthy, and Gary Gorton ; Monitoring leverage / John Geanakoplos and Lasse Heje Pedersen -- Financial intermediation and credit. Repo and securities lending / Tobias Adrian, Brian Begalle, Adam Copeland and Antoine Martin ; Improving our ability to monitor bank lending / William F. Bassett, Simon Gilchrist, Gretchen C. Weinbach, and Egon Zakrajek ; The case for a credit registry / Atif Mian -- Household sector. Monitoring the financial condition and expenditures of households / Robert E. Hall ; Leads on macroeconomic risks to and from the household sector / Jonathan A. Parker ; Detecting "bad" leverage / Amir Sufi -- Corporate sector. A macroeconomist's wish list of financial data / V.V. Chari -- International sector. Systemic risks in global banking: what available data can tell us and what more data are needed / Eugenio Cerutti, Stijn Claessens, and Patrick McGuire.
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| 주제 |
Risk --Congresses.
Financial risk management --Congresses.
Macroeconomics --Congresses. --Econometric models
RISK
TOPOGRAPHY
SYSTEMIC
MACRO
MODELING
NATIONAL
BUREAU
ECONOMIC
RESEARCH
REPORT
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| LCCN |
2013040582
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| ISBN |
9780226077734 (cloth : alk. paper)
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| QR CODE |
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