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

Darrell Duffie

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

---- Disclosure of Financial Relationships for Darrell Duffie -----

Current Editorial Board Service

Econometrica, 1990 to present.

Review of Finance, 1995 to present.

Journal of Computational Finance, 1997 to present.

Advances in Mathematical Economics, 1998 to present.

Journal of Financial Economics, 2001 to present.

Mathematics and Financial Economics, 2007 to present.

AEJ: Microeconomics, 2007 to present.

International Journal of Central Banking, 2009 to present.

Stochastic Systems, 2009 to present.

Review of Asset Pricing Studies, 2010 to present.

Other Current Professional Positions

American Academy of Arts and Sciences, Fellow.

Econometric Society, Fellow and Member of Council.

National Bureau of Economic Research, Research Associate.

NCCR FinRisk, International Scientific Council, Switzerland.

American Finance Association, Board of Directors.

Chicago Mercantile Exchange-Mathematical Sciences Research Institute, Prize Committee.

Federal Reserve Bank of New York, Financial Advisory Roundtable.

Financial Economists Roundtable.

Pacific Institute of Mathematical Sciences, Board of Directors.

Working Group on Global Markets, Stanford University.

Squam Lake Group, Member.

Stanford Institute of Economic Policy Research (SIEPR), Senior Fellow.

Society of Financial Econometrics (SoFiE), Council.

Hausdorff Research Institute for Mathematics, University of Bonn, Stochastic Dynamics in Economics and Finance, Advisory Board.

Swiss Finance Institute, Scientific Council.

Current Business Activities

Lehman Estate (New York), Consulting and Expert Witness.

Matterhorn Investment Management (hedge fund), Consultation.

Kepos Capital (hedge fund), Academic Advisory Board.

Cantor Fitzgerald (interdealer brokerage), Expert Witness.

Moody's Corporation, Board of Directors.

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