[推荐]即将出版新书The Risks of Financial Institutions内容更新至2005年4月

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pdf格式，源自NBER,即将出版 15183.rar (4.82 MB) 本附件包括：

• Systemic Risk and Regulation.pdf
• The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification.pdf
• Bank Concentration and Fragility.pdf
• Bank Trading Risk and Systemic Risk.pdf
• Banking System Stability.pdf
• comment_banking system stability.pdf
• Default Risk Sharing Between Banks and Markets.pdf
• Estimating Bank Trading Risk_ A Factor Model Approach.pdf
• How Do Banks Manage Liquidity Risk.pdf
• Implications of Alternative Operational Risk Modeling Techniques.pdf
• Introduction.pdf
• Pillar 1 versus Pillar 2 under Risk Management.pdf
• Practical Volatility and Correlation Modeling for Financial Market Risk Management.pdf
• readerme.txt
• Special Purpose Vehicles and Securitization.pdf
• Systemic Risk and Hedge Funds.pdf

2005-5-20 09:30:00 上传

[推荐]即将出版新书The Risks of Financial Institutions内容更新至2005年4月

The Risks of Financial Institutions --------------------------------------------------------------- Conference held October 22-23, 2004 Forthcoming from The University of Chicago Press

The following papers, preliminary drafts unless otherwise noted, will become chapters in the conference volume. ------------------------------------------------------------------------------------------------------------------------------------------- part 1 Systemic Risk and Regulation I ................................................... Introduction Risk and Regulation Version

Systemic Risk and Hedge Funds

Pillar 1 versus Pillar 2 under Risk Management

part 2 Risk Modeling

Bank Trading Risk and Systemic Risk

Bank Trading Revenues, VaR, and Market R

part 3 Instruments and Incentives ....................................................................... Special Purpose Vehicles and Securitization

Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Loan Obligations

part 4 Systemic Risk and Regulation II ............................................................... How Do Banks Manage Liquidity Risk? Evidence From the Equity and Deposit Markets in the Fall of 1998

Bank Concentration and Fragility: Impact and Mechanics of October 2004

part 5 Risk Modeling II ....................................................... Practical Volatility and Correlation Modeling for Financial Market Risk Management

The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification Implications of Alternative Operational Risk Modeling Techniques

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关键词：Institutions Institution financial Financia inancial financial The 新书 Risks Institutions

压缩文件内的rederme文件（我制作的一个简单目录）未能及时更新，不影响更新的文章

谢谢好心人!