Quantifying systemic risk.
Position | Conferences - Sujit Kapadia, John Elliott, and Gabriel Sterne from United Kingdom. Bank of England - National Bureau of Economic Research - Brief article - Conference notes |
The National Bureau of Economic Research and the Federal Reserve Bank of Cleveland jointly organized a conference on Quantifying Systemic Risk which took place in Cambridge on November 6, 2009. Joseph Haubrich, Federal Reserve Bank of Cleveland, and Andrew Lo, NBER and MIT, organized the conference. These papers were discussed:
* Sujit Kapadia, John Elliott, and Gabriel Sterne, Bank of England, and Matthias Drehmann Bank of International Settlements, "A Quantitative Model of Systemic Liquidity Risk"
* Gianni De Nicolo, International Monetary Fund, and Marcella Lucchetta, University of Verona, "Systemic Risk and the Macroeconomy"
* Jon Danielsson and Jean-Pierre Zigrand, London School of Economics, and Hyunsong Shin, Princeton University, "Risk Appetite and Endogenous Risk"
* Tobias Adrian...
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