Systemic Risk and the Organization of the Financial System. by Jahera, John

Full text (Wentworth users only)

Systemic Risk from Global Financial Derivatives. by Markose, Sheri M.

Table of Contents: “…Gross Market Values OTC Derivatives; II. Systemic Risk in OTC Derivatives: Modeling Challenges; A. …”
Full text (Wentworth users only)

When Data Helps Policy to Address Systemic Risk by Gaillard, J. C.

Table of Contents: “…Disaster risk reduction -- Governance of systemic risks for disaster prevention and mitigation…”
Full text (Wentworth users only)

Systemic risk : a practitioner's guide to measurement, management and analysis / Malcolm H.D. Kemp. by Kemp, Malcolm H. D.

Full text (Wentworth users only)

Systemic risk : a practitioner's guide to measurement, management and analysis / Malcolm H.D. Kemp. by Kemp, Malcolm H. D.

Full text (Wentworth users only)

Contagion! Systemic Risk in Financial Networks by T. R. Hurd. by Hurd, T. R.

Table of Contents: “…Systemic Risk Basics -- Static Cascade Models -- Random Graph Models -- Percolation and Cascades -- Zero Recovery Default Cascades -- Future Directions for Cascade Models -- Background Material -- References -- Index.…”
Full text (Wentworth users only)

What Is the Relationship Between Asset Price Bubbles and Systemic Risk at Bank Level?.

Full text (Wentworth users only)

Monitoring systemic risk based on dynamic thresholds / prepared by Kasper Lund-Jensen. by Lund-Jensen, Kasper

Table of Contents: “…Standardized Marginal Effects; 4. Systemic Risk Factors; 2. Systemic Risk Factors based on Dynamic Logit Model, 1970-2010; V. …”
Full text (Wentworth users only)

Quantifying systemic risk / edited by Joseph G. Haubrich and Andrew W. Lo.

Table of Contents: “…Haubrich and Andrew W. Lo -- Systemic risk and financial innovation : towards a "unified" approach / Henry T.C. …”
Full text (Wentworth users only)

Handbook on systemic risk / edited by Jean-Pierre Fouque and Joseph A. Langsam.

Table of Contents: “…Data : the prerequisite for managing systemic risk -- Statistics and systemic risk -- Measuring and regulating systemic risk -- Networks -- Systemic risk and mathematical finance -- Counterparty risk and systemic risk -- Algorithmic trading -- Behavioral finance : the psychological dimension of systemic risk -- Regulation -- Computational issues and requirements -- Accounting issues.…”
Full text (Wentworth users only)

Handbook on systemic risk / edited by Jean-Pierre Fouque and Joseph A. Langsam.

Table of Contents: “…Data : the prerequisite for managing systemic risk -- Statistics and systemic risk -- Measuring and regulating systemic risk -- Networks -- Systemic risk and mathematical finance -- Counterparty risk and systemic risk -- Algorithmic trading -- Behavioral finance : the psychological dimension of systemic risk -- Regulation -- Computational issues and requirements -- Accounting issues.…”
Full text (Wentworth users only)

Understanding Systemic Risk in Global Financial Markets Gottesman, Aron. by Gottesman, Aron, Leibrock, Michael

Full text (Wentworth users only)

Measuring Systemic Risk A Probabilistic Perspective / by Deyan Radev. by Radev, Deyan

Full text (Wentworth users only)

Global market conditions and systemic risk / prepared by Brenda González-Hermosillo and Heiko Hesse. by González-Hermosillo, Brenda, Hesse, Heiko

Table of Contents: “…Introduction; II. Overview of Systemic Risk; III. Global Market Conditions and Systemic Risk: A Qualitative View; IV. …”
Full text (Wentworth users only)

Engineering the financial crisis : systemic risk and the failure of regulation / Jeffrey Friedman and Wladimir Kraus. by Friedman, Jeffrey, 1959-

Table of Contents: “…Bonuses, irrationality, and too bigness : the conventional wisdom about the financial crisis and its theoretical implications -- Capital adequacy regulations and the financial crisis : bankers' and regulators' errors -- The interaction of regulations and the great recession : fetishizing market prices -- Capitalism and regulation : ignorance, heterogeneity, and systemic risk.…”
Full text (Wentworth users only)

Hedge funds and systemic risk / Lloyd Dixon, Noreen Clancy, Krishna B. Kumar. by Dixon, Lloyd S.

Table of Contents: “…Introduction -- Background on the hedge fund industry -- The collapse of long-term capital management -- Hedge funds and the financial crisis of 2007-2008 -- Potential hedge fund threats to financial stability and reforms to address them -- Conclusion -- Appendix: Regulatory reforms that address potential systemic risks posed by hedge funds.…”
Full text (Wentworth users only)

Idiosyncratic and Systemic Risk in the European Corporate Sector : a CDO Perspective / Lu, Yinqiu. by Lu, Yinqiu

Full text (Wentworth users only)

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

Table of Contents: “…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. …”
Full text (Wentworth users only)

Systemic risk and asymmetric responses in the financial industry / prepared by German Lopez-Espinosa [and others]. by López Espinosa, Germán

Table of Contents: “…Modeling Systemic Risk: CoVaR -- Asymmetric CoVaR -- Data -- Downside Comovement in the U.S. …”
Full text (Wentworth users only)

Systemic risk, crises, and macroprudential regulation / Xavier Freixas, Luc Laeven, and José-Luis Peydró. by Freixas, Xavier, Laeven, Luc, Peydró, José-Luis

Table of Contents: “…Introduction -- A primer on systemic risk -- Systemic risk: a theoretical framework -- The buildup of financial imbalances -- Contagion -- Systemic risk and the real costs of financial crises -- Measuring systemic risk -- Systemic risk and microprudential regulation -- Systemic risk and macroprudential regulation -- Monetary policy and systemic risk -- New challenges for regulatory policy.…”
Full text (Wentworth users only)