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Risk Topography: Systemic Risk and Macro Modeling

edited by Markus Brunnermeier and Arvind Krishnamurthy
Format
Book
Published
Chicago ; London : The University of Chicago Press, 2014.
Language
English
Series
National Bureau of Economic Research Conference Report
ISBN
9780226077734, 022607773X, 9780226092645
Contents
  • 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.
Description
xi, 273 pages : illustration ; 24 cm.
Notes
  • 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.
Technical Details
  • Access in Virgo Classic
  • Staff View

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