How to Calculate Systemic Risk Surcharges

Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, Matthew Richardson

Chapter in NBER book Quantifying Systemic Risk (2013), Joseph G. Haubrich and Andrew W. Lo, editors (p. 175 - 212)
Conference held November 6, 2009
Published in January 2013 by University of Chicago Press
© 2013 by the National Bureau of Economic Research

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This paper was revised on February 3, 2012

Acknowledgments and Disclosures

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