| Description |
1 online resource (xi, 655 pages) : illustrations. |
| Series |
A National Bureau of Economic Research conference report
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National Bureau of Economic Research conference report.
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| Note |
Papers presented at a conference held in Woodstock, Vt., on Oct. 22-23, 2004. |
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"National Bureau of Economic Research"--Page [v]. |
| Bibliography |
Includes bibliographical references and indexes. |
| 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 [and others] ; 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 [and others] ; 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. |
| Summary |
'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. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Financial institutions -- Congresses.
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Risk -- Congresses.
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Financial crises -- Congresses.
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| Genre/Form |
Electronic books.
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Conference papers and proceedings.
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| Added Author |
Carey, Mark S. (Mark Steven)
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Stulz, René M.
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National Bureau of Economic Research.
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| Other Form: |
Print version: Risks of financial institutions. Chicago : University of Chicago Press, 2006 0226092852 9780226092850 (DLC) 2006044550 (OCoLC)65521611 |
| ISBN |
9780226092980 (electronic bk.) |
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0226092984 (electronic bk.) |
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0226092852 (cloth ; alk. paper) |
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9780226092850 (cloth ; alk. paper) |
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