MEASURING SYSTEMIC RISK

Viral Acharya, Christian Brownlees, Robert Engle, Farhang Farazmand and Matthew Richardson
Additional contact information
Farhang Farazmand: New York University, USA
Matthew Richardson: New York University, USA

Chapter 3 in Managing and Measuring Risk:Emerging Global Standards and Regulations After the Financial Crisis, 2013, pp 65-98 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:OverviewThe Dodd-Frank Wall Street Reform and Consumer Protection ActEvaluation of the Dodd-Frank ACTMarket-Based Measures of Systemic RiskInterconnectednessStress TestsTransparencyNYU Stern Systemic Risk RankingsSystemic Risk MethodologySystemic Risk Analysis of the Financial Crisis of 2007 to 2009Appendix AUK BanksEuropean BanksJapanese BanksInsurersAppendix BAppendix C: Marginal Expected Shortfall (MES) and Supervisory Stress Test (SCAP)References

Keywords: Risk Management; Sovereign Risk; Systemic Risk; Liquidity; Credit Risk; Equity Risk Premium; Enterprise Risk Management (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789814417501_0003 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789814417501_0003 (text/html)
Ebook Access is available upon purchase.

Related works:
Journal Article: Measuring Systemic Risk (2017)
Working Paper: Measuring Systemic Risk (2012)
Chapter: MEASURING SYSTEMIC RISK (2011)
Working Paper: Measuring systemic risk (2010)
Working Paper: Measuring systemic risk (2010)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789814417501_0003

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().