Bibliography

Financial Risk Information

Author Title Journal Year Pages URL
Acharya, Viral V.; Pedersen, Lasse; Philippon, Thomas & Richardson, Matthew Measuring Systemic Risk   2010     [URL]  
Adrian, Tobias & Brunnermeier, Markus CoVaR   2009     [URL]  
Ashcraft, Adam B. & Schuermann, Til Understanding the Securitization of Subprime Mortgage Market Credit   2009     [URL]  
Brammertz, Willi; Akkizidis, Ioannis; Breymann, Wolfgang; Entin, Rami & Rustmann, Marco Unified Financial Analysis : the missing links of finance   2009     [URL]  
Brammertz, Willi & Mendelowitz, Allan Regulatory Revolution: The Great Data Challenge Risk Professional   2010   52-26    
Brunnermeier, Markus; Crocket, Andrew; Goodhart, Charles; Persaud, Avinash & Shin, Hyun The Fundamental Principles of Financial Regulation   2009      
Brunnermeier, Markus & Oehmke, Martin Complexity in Financial Markets   2009     [URL]  
Brunnermeier, Markus K. Financial Crisis: Mechanisms, Prevention, Management   2009     [URL]  
Brunnermeier, Markus K. Deciphering the Liquidity and Credit Crunch 2007-08   2008     [URL]  
Brunnermeier, Markus K.; Nagel, Stefan & Pedersen, Lasse H. Carry Trades and Currency Crashes   2008     [URL]  
Brunnermeier, Markus K. & Pedersen, Lasse Heje Market Liquidity and Funding Liquidity   2007     [URL]  
Buiter, Willem Lessons from the global financial crisis for regulators and supervisors   2009     [URL]  
Cherkashin, Dmitriy, Farmer J. Doyne & Lloyd, Seth The Reality Game Journal of Economic Dynamics and Control   2009   1091-1105   [URL]  
Committee on the Global Financial System Macroprudential instruments and frameworks: a stocktaking of issues and experiences   2010     [URL]  
Duffie, Darrell; Li, Ada & Lubke, Theo Policy Perspectives on OTC Derivatives Market Infrastructure   2010     [URL]  
Engle, Robert F. & Weidman, Scott Technical Capabilities Necessary for Regulation of Systemic Financial Risk: Summary of a Workshop, National Research Council of the National Academies   2010      
Farmer, J. Doyne Networks and Systemic Risks   2010     [URL]  
French, Kenneth R.; Baily, Martin & Campbell, John, et al. The Squam Lake Report: Fixing the Financial System. Princeton   2010      
Geanakoplos, John The Leverage Cycle   2010     [URL]  
Geanakoplos, John Solving the Present Crisis and Managing the Leverage Cycle   2010     [URL]  
Geanakoplos, John & Farmer, J. Doyne The Virtues and Vices of Equilibrium and the Future of Financial Economics   2009     [URL]  
Geanakoplos, John & Koniak, Susan P. Matters of Principal New York Times   2009     [URL]  
Gorton, Gary Slapped in the Face by the Invisible Hand: Banking and Panic of 2007   2009     [URL]  
Haldane, Andrew G. The $100 Billion Question   2010     [URL]  
Haldane, Andrew G. Rethinking the Financial Network   2009     [URL]  
Hammond, Ross A. Systemic Risk in the Financial System: Insights from Network Science   2009      
Hendricks, Darryll Defining Systemic Risks   2009      
Johnson, Simon 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     [URL]  
Johnson, Simon & Boone, Peter The Next Financial Crisis: It's Coming--and We Just Made It Worse   2009     [URL]  
Johnson, Simon & Kwak, James 13 Bankers: The Wall Street Takeover and the Next Financial Meltdown   2010      
Kambhu, John; Weidman, Scott & Krishnan, Neel 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      
Kiefer, Nicholas M. Default Estimation and Expert Information Journal of Business and Economic Statistics   2010   320-328   [URL]  
Kiefer, Nicholas M. Bayesian Methods for Default Estimation in Low-Default Portfolios   2007     [URL]  
Large, Sir Andrew Systemic policy and financial stability: A framework for delivery   2010      
Pado-Schioppa, Tommaso Closing remarks at the inaugural conference of the Institute for New Economic Thinking   2010     [URL]  
Rajan, Raghuram Too Systemic to Fail: Written Statement to the Senate Banking Committee   2009     [URL]  
Rajan, Raghuram G. Fault Lines: How Hidden Fractures Still Threaten the World Economy   2010      
Rajan, Raghuram G. Has financial development made the world riskier?   2005     [URL]  
Schwarzkopf, Yonathan & Farmer, J. Doyne An Empirical Study of the Tails of Mutual Fund Size   2010     [URL]  
Swagel, Philip The Cost of the Financial Crisis: The Impact of the September 2008 Economic Collapse   2010      
Task Force on Tri-Party Repo Infrastructure, Payments Risk Committee Report   2010     [URL]  
Taylor, Charles Managing Systemic Risks   2009      
Taylor, John B. Getting Off Track: How Government Actions and Interventions Caused, Prolonged, and Worsened the Financial Crisis   2009      
Thurner, Stefan, Farmer J. Doyne & Geanakoplos, John Leverage Causes Fat Tails and Clustered Volatility   2010     [URL]  
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