NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Systemic Risk Exposures: A 10-by-10-by-10 Approach

Darrell Duffie


This chapter is a preliminary draft unless otherwise noted. It may not have been subjected to the formal review process of the NBER. This page will be updated as the chapter is revised.

Chapter in forthcoming NBER book Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
Conference held April 28, 2011
Forthcoming from University of Chicago Press

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This paper was revised on May 23, 2013

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This chapter first appeared as NBER working paper w17281, Systemic Risk Exposures: A 10-by-10-by-10 Approach, Darrell Duffie
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