pdf格式，源自NBER,即将出版

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