Handbook on systemic risk

by Fouque, Jean-Pierre Langsam, Joseph A.

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Title Statements

Full title :Handbook on systemic risk / edited by Jean-Pierre Fouque, University of California, Santa Barbara, Joseph A. Langsam, University of Maryland, College Road.

Edition Statements

Publication Date:2013.

Publication Statements

Publisher(s):Cambridge University Press
Place of Publication:New York
Language:eng
Publication Date:2013.

The Physical Object

Description:xxviii, 964 pages : : illustrations (black and white, and colour) ; : 26 cm

Edition Identifiers

ISBN:9781107023437, 1107023432
oclc:ocn853505185
LC Classification:HD61
Dewey Decimal:338.5

Part I. Data: The Prerequisite for Managing Systemic Risk / H.V. Jagadish. 1. Systemic risk information requirements: current environment, needs, and approaches for development / Edward T. Hida II -- 2. Aligning models and data for systemic risk analysis / Roger M. Stein -- 3. Applying FpML / Andrew Jacobs, Marc Gratacos -- 4. Data integration for systemic risk in the financial system / Arnon Rosenthal, Len Seligman -- 5. Semantics in systemic risk management / M. Atkin, M. Bennet.

Part II. Statistics and Systemic Risk. Statistics and systemic risk / John Liechty -- 6. Statistical assessments of systemic risk measures / Carole Bernard, Eike Christian Brechmann, Claudia Czado -- 7. Regime switching models and risk measurement tools / John Liechty.

Part III. Measuring and Regulating Systemic Risk. Measuring and Regulating Systemic Risk / Viral V. Acharya -- 8. Measuring systemic risk / Viral V. Acharya, Christian Brownlees, Robert Engle, Farhang Farazmand, Matthew Richardson -- 9. Taxing systemic risk / Viral V. Acharya, Lasse Pedersen, Thomas Philippon, and Matthew Richardson -- 10. Analyzing systemic risk of the European banking sector / Viral V. Acharya and Sascha Steffen.

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