
Quantifying Systemic Risk
University of Chicago Press
Published on 24. January 2013
Book
Hardback
400 pages
978-0-226-31928-5 (ISBN)
Description
In the aftermath of the recent financial crisis, the federal government has pursued regulatory reforms, including proposals to monitor systemic risk. However, there is much debate about how this might be accomplished and whether it is even possible. A key issue is determining the appropriate trade-offs from a policy and social welfare perspective. One of the first books to address the challenges of measuring risk, "Quantifying Systemic Risk" looks at the means of measuring systemic risk and explores alternative approaches. Among the topics discussed are the challenges of tying regulations to specific quantitative measures and the distinction between the shocks that start a crisis and the mechanisms that enable it to grow.
More details
Series
Language
English
Place of publication
Chicago
United States
Publishing group
The University of Chicago Press
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 24 mm
Width: 16 mm
Thickness: 2 mm
Weight
567 gr
ISBN-13
978-0-226-31928-5 (9780226319285)
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Schweitzer Classification
Other editions
Additional editions

Joseph G. Haubrich | Andrew W. Lo
Quantifying Systemic Risk
E-Book
01/2013
1st Edition
University of Chicago Press
€171.29
Available for download
Persons
Joseph G. Haubrich is vice president of and an economist at the Federal Reserve Bank of Cleveland. Andrew W. Lo is the Charles E. and Susan T. Harris Group Professor of Finance and director of the Laboratory for Financial Engineering at the Massachusetts Institute of Technology.