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|Genre/Form:||Woodstock (Vt., 2004)
|Material Type:||Conference publication, Internet resource|
|Document Type:||Book, Internet Resource|
|All Authors / Contributors:||
Mark S Carey; René M Stulz; National Bureau of Economic Research.
|Notes:||Papers presented at a conference held in Woodstock, Vt., on Oct. 22-23, 2004.
"National Bureau of Economic Research"--P. [v].
|Description:||xi, 655 p. : ill. ; 24 cm.|
|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 ... [et al.] ; 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 ... [et al.] ; 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.
|Series Title:||National Bureau of Economic Research conference report.|
|Responsibility:||edited by Mark Carey and René M. Stulz.|
"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. The contributors - from academic institutions, regulatory organizations, and banking - bring a wide range of perspectives and experience to the issue. The result is a volume that points a way forward to greater financial stability and better risk management of financial institutions."--BOOK JACKET.