NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

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

---- Acknowledgements -----

---- Disclosure of Financial Relationships for Lasse H. Pedersen -----

Lasse H. Pedersen is at the NYU Stern School of Business, NBER, CEPR, and AQR Capital Management, and serves on the New York Fed’s Monetary Policy Panel.

---- Disclosure of Financial Relationships for Thomas Philippon -----

Thomas Philippon is at the NYU Stern School of Business, NBER, and CEPR.

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