Acknowledgments
Introduction
Joseph G. Haubrich and Andrew W. Lo
Systemic Risk and Financial Innovation: Toward a “Unified” Approach
Henry T. C. Hu
1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks
Sujit Kapadia, Mathias Drehmann, John Elliott, and Gabriel Sterne
Comment Mikhail Oet
2. Endogenous and Systemic Risk
Jon Danielsson, Hyun Song Shin, and Jean-Pierre Zigrand
Comment Bruce Mizrach
Terence C. Burnham
3. Systemic Risks and the Macroeconomy
Gianni De Nicolò and Marcella Lucchetta
Comment Hao Zhou
4. Hedge Fund Tail Risk
Tobias Adrian, Markus K. Brunnermeier, and Hoai-Luu Q. Nguyen
Comment Ben Craig
5. How to Calculate Systemic Risk Surcharges
Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson
Comment Mathias Drehmann
6. The Quantification of Systemic Risk and Stability: New Methods and Measures
Romney B. Duffey
Comment Joseph G. Haubrich
Contributors
Author Index
Subject Index