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2. Endogenous and Systemic Risk

  • Jon Danielsson , Hyun Song Shin and Jean-Pierre Zigrand
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Quantifying Systemic Risk
This chapter is in the book Quantifying Systemic Risk
© 2019 University of Chicago Press

© 2019 University of Chicago Press

Chapters in this book

  1. Frontmatter i
  2. Contents ix
  3. Acknowledgments xi
  4. Introduction 1
  5. Systemic Risk and Financial Innovation: Toward a “Unified” Approach 11
  6. 1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks 29
  7. 2. Endogenous and Systemic Risk 73
  8. 3. Systemic Risks and the Macroeconomy 113
  9. 4. Hedge Fund Tail Risk 155
  10. 5. How to Calculate Systemic Risk Surcharges 175
  11. 6. The Quantifi cation of Systemic Risk and Stability: New Methods and Measures 223
  12. Contributors 265
  13. Author Index 267
  14. Subject Index 271
https://doi.org/10.7208/9780226921969-005

Chapters in this book

  1. Frontmatter i
  2. Contents ix
  3. Acknowledgments xi
  4. Introduction 1
  5. Systemic Risk and Financial Innovation: Toward a “Unified” Approach 11
  6. 1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks 29
  7. 2. Endogenous and Systemic Risk 73
  8. 3. Systemic Risks and the Macroeconomy 113
  9. 4. Hedge Fund Tail Risk 155
  10. 5. How to Calculate Systemic Risk Surcharges 175
  11. 6. The Quantifi cation of Systemic Risk and Stability: New Methods and Measures 223
  12. Contributors 265
  13. Author Index 267
  14. Subject Index 271
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