<P>pdf格式，源自NBER,即将出版
The Risks of Financial Institutions
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Conference held October 22-23, 2004
Forthcoming from The University of Chicago Press</P>
<P>The following papers, preliminary drafts unless otherwise noted, will become chapters in the conference volume.
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part 1 Systemic Risk and Regulation I
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Introduction
Risk and Regulation Version </P>
<P> Systemic Risk and Hedge Funds </P>
<P> Pillar 1 versus Pillar 2 under Risk Management </P>
<P>part 2 Risk Modeling </P>
<P> Bank Trading Risk and Systemic Risk</P>
<P> Bank Trading Revenues, VaR, and Market R</P>
<P>part 3 Instruments and Incentives
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Special Purpose Vehicles and Securitization </P>
<P> Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Loan Obligations </P>
<P>part 4 Systemic Risk and Regulation II
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How Do Banks Manage Liquidity Risk? Evidence From the Equity and Deposit Markets in the Fall of 1998 </P>
<P>Bank Concentration and Fragility: Impact and Mechanics of October 2004
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<P>part 5 Risk Modeling II
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Practical Volatility and Correlation Modeling for Financial Market Risk Management </P>
<P> The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification Implications of Alternative Operational Risk Modeling Techniques </P>