Bibliography
Financial Risk Information
Author | Title | Journal | Year | Pages | URL |
---|---|---|---|---|---|
Measuring Systemic Risk | 2010 | ||||
CoVaR | 2009 | ||||
Understanding the Securitization of Subprime Mortgage Market Credit | 2009 | ||||
Unified Financial Analysis : the missing links of finance | 2009 | ||||
Regulatory Revolution: The Great Data Challenge | Risk Professional | 2010 | 52-26 | ||
The Fundamental Principles of Financial Regulation | 2009 | ||||
Complexity in Financial Markets | 2009 | ||||
Financial Crisis: Mechanisms, Prevention, Management | 2009 | ||||
Deciphering the Liquidity and Credit Crunch 2007-08 | 2008 | ||||
Carry Trades and Currency Crashes | 2008 | ||||
Market Liquidity and Funding Liquidity | 2007 | ||||
Lessons from the global financial crisis for regulators and supervisors | 2009 | ||||
The Reality Game | Journal of Economic Dynamics and Control | 2009 | 1091-1105 | ||
Macroprudential instruments and frameworks: a stocktaking of issues and experiences | 2010 | ||||
Policy Perspectives on OTC Derivatives Market Infrastructure | 2010 | ||||
Technical Capabilities Necessary for Regulation of Systemic Financial Risk: Summary of a Workshop, National Research Council of the National Academies | 2010 | ||||
Networks and Systemic Risks | 2010 | ||||
The Squam Lake Report: Fixing the Financial System. Princeton | 2010 | ||||
The Leverage Cycle | 2010 | ||||
Solving the Present Crisis and Managing the Leverage Cycle | 2010 | ||||
The Virtues and Vices of Equilibrium and the Future of Financial Economics | 2009 | ||||
Matters of Principal | New York Times | 2009 | |||
Slapped in the Face by the Invisible Hand: Banking and Panic of 2007 | 2009 | ||||
The $100 Billion Question | 2010 | ||||
Rethinking the Financial Network | 2009 | ||||
Systemic Risk in the Financial System: Insights from Network Science | 2009 | ||||
Defining Systemic Risks | 2009 | ||||
Systemic Risk: Are Some Institutions Too Big To Fail and If So, What Should We Do About It?, Testimony submitted to the House Committee on Financial Services Hearing, 21 July 2009 | 2009 | ||||
The Next Financial Crisis: It's Coming--and We Just Made It Worse | 2009 | ||||
13 Bankers: The Wall Street Takeover and the Next Financial Meltdown | 2010 | ||||
New Directions for Understanding Systemic Risk: A Report on a Conference Cosponsored by the Federal Reserve Bank of New York and the National Research Council of the National Academies | 2007 | ||||
Default Estimation and Expert Information | Journal of Business and Economic Statistics | 2010 | 320-328 | ||
Bayesian Methods for Default Estimation in Low-Default Portfolios | 2007 | ||||
Systemic policy and financial stability: A framework for delivery | 2010 | ||||
Closing remarks at the inaugural conference of the Institute for New Economic Thinking | 2010 | ||||
Too Systemic to Fail: Written Statement to the Senate Banking Committee | 2009 | ||||
Fault Lines: How Hidden Fractures Still Threaten the World Economy | 2010 | ||||
Has financial development made the world riskier? | 2005 | ||||
An Empirical Study of the Tails of Mutual Fund Size | 2010 | ||||
The Cost of the Financial Crisis: The Impact of the September 2008 Economic Collapse | 2010 | ||||
Report | 2010 | ||||
Managing Systemic Risks | 2009 | ||||
Getting Off Track: How Government Actions and Interventions Caused, Prolonged, and Worsened the Financial Crisis | 2009 | ||||
Leverage Causes Fat Tails and Clustered Volatility | 2010 | ||||
Supplementary material to Leverage Causes Fat Tails and Clustered Volatility | 2010 |