The risks of financial institutions / edited by Mark Carey and René M. Stulz

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 ... [et al.] ; 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 ... [et al.] ; 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

著者

Stulz, René M、Carey, Mark S. (Mark Steven)、National Bureau of Economic Research

出版社

University of Chicago Press

発売日

2006年1月発売

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9780226092850

発売済み