3. Systemic Risks and the Macroeconomy

Gianni De Nicolò; Marcella Lucchetta

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3. Systemic Risks and the Macroeconomy

Gianni De Nicolò and Marcella Lucchetta

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This chapter is in the book Quantifying Systemic Risk

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De Nicolò, Gianni and Lucchetta, Marcella. "3. Systemic Risks and the Macroeconomy". Quantifying Systemic Risk, edited by Joseph G. Haubrich and Andrew W. Lo, Chicago: University of Chicago Press, 2013, pp. 113-154. https://doi.org/10.7208/9780226921969-006

De Nicolò, G. & Lucchetta, M. (2013). 3. Systemic Risks and the Macroeconomy. In J. Haubrich & A. Lo (Ed.), Quantifying Systemic Risk (pp. 113-154). Chicago: University of Chicago Press. https://doi.org/10.7208/9780226921969-006

De Nicolò, G. and Lucchetta, M. 2013. 3. Systemic Risks and the Macroeconomy. In: Haubrich, J. and Lo, A. ed. Quantifying Systemic Risk. Chicago: University of Chicago Press, pp. 113-154. https://doi.org/10.7208/9780226921969-006

De Nicolò, Gianni and Lucchetta, Marcella. "3. Systemic Risks and the Macroeconomy" In Quantifying Systemic Risk edited by Joseph G. Haubrich and Andrew W. Lo, 113-154. Chicago: University of Chicago Press, 2013. https://doi.org/10.7208/9780226921969-006

De Nicolò G, Lucchetta M. 3. Systemic Risks and the Macroeconomy. In: Haubrich J, Lo A (ed.) Quantifying Systemic Risk. Chicago: University of Chicago Press; 2013. p.113-154. https://doi.org/10.7208/9780226921969-006

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Chapters in this book

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

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https://doi.org/10.7208/9780226921969-006

Chapters in this book

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

3. Systemic Risks and the Macroeconomy

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Chapters in this book

Chapters in this book