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Front matter:
Mark Carey, Rene M. Stulz
(p. -13 - 0)
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Introduction:
Mark Carey, Rene M. Stulz
(p. 1 - 26)
(bibliographic info)
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(Working Paper version)
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1.
I. Market Risk, Risk Modeling, and Financial System Stability:
(p. 27 - 28)
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2.
Bank Trading Risk and Systemic Risk:
Philippe Jorion
(p. 29 - 58)
(bibliographic info)
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3.
Estimating Bank Trading Risk. A Factor Model Approach:
James M. O'Brien, Jeremy Berkowitz
(p. 59 - 102)
(bibliographic info)
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4.
II. Systemic Risk:
(p. 103 - 104)
(bibliographic info)
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5.
How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998 :
Evan Gatev, Til Schuermann, Philip Strahan
(p. 105 - 132)
(bibliographic info)
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(Working Paper version)
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6.
Banking System Stability. A Cross-Atlantic Perspective:
Philipp Hartmann, Stefan Straetmans, Casper de Vries
(p. 133 - 192)
(bibliographic info)
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7.
Bank Concentration and Fragility. Impact and Mechanics:
Thorsten Beck
(p. 193 - 234)
(bibliographic info)
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(Working Paper version)
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8.
Systemic Risk and Hedge Funds:
Nicholas Chan, Mila Getmansky, Shane M. Haas, Andrew W. Lo
(p. 235 - 338)
(bibliographic info)
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9.
III. Regulation:
(p. 339 - 340)
(bibliographic info)
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10.
Systemic Risk and Regulation:
Franklin Allen, Douglas Gale
(p. 341 - 376)
(bibliographic info)
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11.
Pillar 1 versus Pillar 2 under Risk Management:
Loriana Pelizzon, Stephen Schaefer
(p. 377 - 416)
(bibliographic info)
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12.
IV New Frontiers in Risk Measurement:
(p. 417 - 418)
(bibliographic info)
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13.
Global Business Cycles and Credit Risk:
M. Hashem Pesaran, Til Schuermann, Bjorn-Jakob Treutler
(p. 419 - 474)
(bibliographic info)
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(Working Paper version)
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14.
Implications of Alternative Operational Risk Modeling Techniques:
Patrick de Fontnouvelle, Eric Rosengren, John Jordan
(p. 475 - 512)
(bibliographic info)
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(Working Paper version)
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15.
Practical Volatility and Correlation Modeling for Financial Market Risk Management :
Torben G. Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold
(p. 513 - 548)
(bibliographic info)
(download)
(Working Paper version)
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16.
Special Purpose Vehicles and Securitization:
Gary B. Gorton, Nicholas S. Souleles
(p. 549 - 602)
(bibliographic info)
(download)
(Working Paper version)
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17.
Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations :
Gunter Franke, Jan Pieter Krahnen
(p. 603 - 634)
(bibliographic info)
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(Working Paper version)
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18.
Biographies:
(p. 635 - 638)
(bibliographic info)
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19.
Contributors:
(p. 639 - 642)
(bibliographic info)
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20.
Author Index:
(p. 643 - 650)
(bibliographic info)
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21.
Subject Index:
(p. 651 - 655)
(bibliographic info)
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