The risks of financial institutions /
'The Risks of Financial Institutions' examines the various risks affecting financial institutions and explores a variety of methods to help institutions and regulators more accurately measure and forecast risk.
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| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
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Chicago :
University of Chicago Press,
2006.
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| Series: | National Bureau of Economic Research conference report.
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| Subjects: | |
| Online Access: | CONNECT |
Table of Contents:
- Bank trading risk and systemic risk / Philippe Jorion
- Estimating bank trading risk : a factor model approach / James O'Brien and Jeremy Berkowitz
- Comments on chapters 1 and 2 / Kenneth C. Abbott, Paul Kupiec
- How do banks manage liquidity risk? Evidence from the equity and deposit markets in the fall of 1998 / Evan Gatev, Til Schuermann, and Philip E. Strahan ; Comment / Mark Carey
- Banking system stability : a cross-Atlantic perspective / Philipp Hartmann, Stefan Straetmans, and Casper G. de Vries ; Comment / Anthony Saunders
- Bank concentration and fragility : impact and mechanics / Thorsten Beck, Asli Demirgüç-Kunt, and Ross Levine ; Comment / René M. Stulz
- Systemic risk and hedge funds / Nicholas Chan [and others] ; Comment / David M. Modest
- Systemic risk and regulation / Franklin Allen and Douglas Gale ; Comment / Charles W. Calomiris
- Pillar 1 versus pillar 2 under risk management / Loriana Pelizzon and Stephen Schaefer ; Comment / Marc Saidenberg
- Global business cycles and credit risk / M. Hashem Pesaran, Til Schuermann, and Björn-Jakob Treutler ; Comment / Richard Cantor
- Implications of alternative operational risk modeling techniques / Patrick de Fontnouvelle, Eric S. Rosengren, and John S. Jordan ; Comment / Andrew Kuritzkes
- Practical volatility and correlation modeling for financial market risk management / Torben G. Andersen [and others] ; Comment / Pedro Santa-Clara
- Special purpose vehicles and securitization / Gary B. Gorton and Nicholas S. Souleles ; Comment / Peter Tufano
- Default risk sharing between banks and markets : the contribution of collateralized debt obligations / Günter Franke and Jan Pieter Krahnen ; Comment / Patricia Jackson.
