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Acknowledgments | p. xi |
Introduction | p. 1 |
Market Risk, Risk Modeling, and Financial System Stability | |
Bank Trading Risk and Systemic Risk | p. 29 |
Estimating Bank Trading Risk: A Factor Model Approach | p. 59 |
Comments on chapters 1 and 2: Kenneth C. Abbott, Paul Kupiec | |
Discussion Summary | |
Systemic Risk | |
How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998 | p. 105 |
Comment: Mark Carey | |
Discussion Summary | |
Banking System Stability: A Cross-Atlantic Perspective | p. 133 |
Comment: Anthony Saunders | |
Discussion Summary | |
Bank Concentration and Fragility: Impact and Mechanics | p. 193 |
Comment: Rene M. Stulz | |
Discussion Summary | |
Systemic Risk and Hedge Funds | p. 235 |
Comment: David M. Modest | |
Discussion Summary | |
Regulation | |
Systemic Risk and Regulation | p. 341 |
Comment: Charles W. Calomiris | |
Discussion Summary | |
Pillar 1 versus Pillar 2 under Risk Management | p. 377 |
Comment: Marc Saidenberg | |
Discussion Summary | |
New Frontiers in Risk Measurement | |
Global Business Cycles and Credit Risk | p. 419 |
Comment: Richard Cantor | |
Discussion Summary | |
Implications of Alternative Operational Risk Modeling Techniques | p. 475 |
Comment: Andrew Kuritzkes | |
Discussion Summary | |
Practical Volatility and Correlation Modeling for Financial Market Risk Management | p. 513 |
Comment: Pedro Santa-Clara | |
Discussion Summary | |
Special Purpose Vehicles and Securitization | p. 549 |
Comment: Peter Tufano | |
Discussion Summary | |
Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations | p. 603 |
Comment: Patricia Jackson | |
Discussion Summary | |
Biographies | p. 635 |
Contributors | p. 639 |
Author Index | p. 643 |
Subject Index | p. 651 |
Table of Contents provided by Ingram. All Rights Reserved. |
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