Extent:
XI, 273 S.
graph. Darst.
Series:
Type of publication: Book / Working Paper
Type of publication (narrower categories): Konferenzschrift ; Sammelwerk ; Collection of articles of several authors
Language: English
Notes:
Includes bibliographical references and index
Enth. 16 Beitr.
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. - Includes bibliographical references and index. - Enth. 16 Beitr.
Introduction / Markus Brunnermeier and Arvind KrishnamurthyMeasurement 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.
ISBN: 978-0-226-07773-4 ; 978-0-226-09264-5
Classification: Methoden und Techniken der Volkswirtschaft ; Methoden und Techniken der Betriebswirtschaft
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://www.econbiz.de/10010404746