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The Resource Risk topography : systemic risk and macro modeling, edited by Markus Brunnermeier and Arvind Krishnamurthy

Risk topography : systemic risk and macro modeling, edited by Markus Brunnermeier and Arvind Krishnamurthy

Label
Risk topography : systemic risk and macro modeling
Title
Risk topography
Title remainder
systemic risk and macro modeling
Statement of responsibility
edited by Markus Brunnermeier and Arvind Krishnamurthy
Creator
Contributor
Editor
Subject
Genre
Language
eng
Summary
The recent financial crisis and the difficulty of using mainstream macroeconomic models to accurately monitor and assess systemic risk have stimulated new analyses of how we measure economic activity and the development of more sophisticated models in which the financial sector plays a greater role. Markus Brunnermeier and Arvind Krishnamurthy have assembled contributions from leading academic researchers, central bankers, and other financial-market experts to explore the possibilities for advancing macroeconomic modeling in order to achieve more accurate economic measurement. Essays in this volume focus on the development of models capable of highlighting the vulnerabilities that leave the economy susceptible to adverse feedback loops and liquidity spirals. While these types of vulnerabilities have often been identified, they have not been consistently measured. In a financial world of increasing complexity and uncertainty, this volume is an invaluable resource for policymakers working to improve current measurement systems and for academics concerned with conceptualizing effective measurement.--
Member of
Assigning source
Provided by Publisher
Cataloging source
ICU/DLC
http://library.link/vocab/creatorName
Brunnermeier, Markus Konrad
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Krishnamurthy, Arvind
Series statement
National Bureau of Economic Research conference report
http://library.link/vocab/subjectName
  • Risk
  • Financial risk management
  • Macroeconomics
Label
Risk topography : systemic risk and macro modeling, edited by Markus Brunnermeier and Arvind Krishnamurthy
Instantiates
Publication
Note
Contains selection of the papers of two National Bureau of Economic Research (NBER) conferences on systemic risk measurement held in October 2010 in New York and in April 2011 in Chicago
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier MARC source
rdacarrier.
Content category
text
Content type MARC source
rdacontent.
Contents
Introduction / Markus Brunnermeier and Arvind Krishnamurthy -- Measurement and disclosure. Challenges in identifying and measuring systemic risk / Lars Peter Hansen ; Regulating systemic risk through transparency: tradeoffs in making data public / Augustin Landier and David Thesmar -- Risk exposures. Systemic risk exposures: a 10-by-10-by-10 approach / Darrell Duffie ; Remapping the flow of funds / Juliane Begenau, Monika Piazzesi and Martin Schneider ; Measuring margin / Robert L. Mcdonald ; A transparency standard for derivatives / Viral V Acharya -- Liquidity and leverage. Liquidity mismatch measurement / Markus Brunnermeier, Arvind Krishnamurthy, and Gary Gorton ; Monitoring leverage / John Geanakoplos and Lasse Heje Pedersen -- Financial intermediation and credit. Repo and securities lending / Tobias Adrian, Brian Begalle, Adam Copeland and Antoine Martin ; Improving our ability to monitor bank lending / William F. Bassett, Simon Gilchrist, Gretchen C. Weinbach, and Egon Zakrajek ; The case for a credit registry / Atif Mian -- Household sector. Monitoring the financial condition and expenditures of households / Robert E. Hall ; Leads on macroeconomic risks to and from the household sector / Jonathan A. Parker ; Detecting "bad" leverage / Amir Sufi -- Corporate sector. A macroeconomist's wish list of financial data / V.V. Chari -- International sector. Systemic risks in global banking: what available data can tell us and what more data are needed / Eugenio Cerutti, Stijn Claessens, and Patrick McGuire
Control code
FIEb17585934
Dimensions
24cm.
Extent
xi, 273 pages
Isbn
9780226077734
Media category
unmediated
Media MARC source
rdamedia.
Other physical details
illustration :
System control number
(OCoLC)860755347
Label
Risk topography : systemic risk and macro modeling, edited by Markus Brunnermeier and Arvind Krishnamurthy
Publication
Note
Contains selection of the papers of two National Bureau of Economic Research (NBER) conferences on systemic risk measurement held in October 2010 in New York and in April 2011 in Chicago
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier MARC source
rdacarrier.
Content category
text
Content type MARC source
rdacontent.
Contents
Introduction / Markus Brunnermeier and Arvind Krishnamurthy -- Measurement and disclosure. Challenges in identifying and measuring systemic risk / Lars Peter Hansen ; Regulating systemic risk through transparency: tradeoffs in making data public / Augustin Landier and David Thesmar -- Risk exposures. Systemic risk exposures: a 10-by-10-by-10 approach / Darrell Duffie ; Remapping the flow of funds / Juliane Begenau, Monika Piazzesi and Martin Schneider ; Measuring margin / Robert L. Mcdonald ; A transparency standard for derivatives / Viral V Acharya -- Liquidity and leverage. Liquidity mismatch measurement / Markus Brunnermeier, Arvind Krishnamurthy, and Gary Gorton ; Monitoring leverage / John Geanakoplos and Lasse Heje Pedersen -- Financial intermediation and credit. Repo and securities lending / Tobias Adrian, Brian Begalle, Adam Copeland and Antoine Martin ; Improving our ability to monitor bank lending / William F. Bassett, Simon Gilchrist, Gretchen C. Weinbach, and Egon Zakrajek ; The case for a credit registry / Atif Mian -- Household sector. Monitoring the financial condition and expenditures of households / Robert E. Hall ; Leads on macroeconomic risks to and from the household sector / Jonathan A. Parker ; Detecting "bad" leverage / Amir Sufi -- Corporate sector. A macroeconomist's wish list of financial data / V.V. Chari -- International sector. Systemic risks in global banking: what available data can tell us and what more data are needed / Eugenio Cerutti, Stijn Claessens, and Patrick McGuire
Control code
FIEb17585934
Dimensions
24cm.
Extent
xi, 273 pages
Isbn
9780226077734
Media category
unmediated
Media MARC source
rdamedia.
Other physical details
illustration :
System control number
(OCoLC)860755347

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