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6. The Quantifi cation of Systemic Risk and Stability: New Methods and Measures
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Romney B. Duffey
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Kapitel in diesem Buch
- 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
Kapitel in diesem Buch
- 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
