Risk Topography: Systemic Risk and Macro Modeling

Markus Brunnermeier and Arvind Krishnamurthy, editors

Conference held April 28, 2011
Published in August 2014 by University of Chicago Press
© 2014 by the National Bureau of Economic Research

NBER Program(s):AP, EFG, ME

More information on purchasing this book
273 pages
ISBN: 0-226-07773-X

Table of Contents

Front matter, table of contents, acknowledgments: Markus Brunnermeier, Arvind Krishnamurthy (bibliographic info) (download)
Introduction: Markus Brunnermeier, Arvind Krishnamurthy (p. 1 - 12) (bibliographic info) (download)
1. Challenges in Identifying and Measuring Systemic Risk: Lars Peter Hansen (p. 15 - 30) (bibliographic info) (download) (Working Paper version)
2. Regulating Systemic Risk through Transparency: Trade-Offs in Making Data Public: Augustin Landier, David Thesmar (p. 31 - 44) (bibliographic info) (download) (Working Paper version)
3. Systemic Risk Exposures: A 10-by-10-by-10 Approach: Darrell Duffie (p. 47 - 56) (bibliographic info) (download) (Working Paper version)
4. Remapping the Flow of Funds: Juliane Begenau, Monika Piazzesi, Martin Schneider (p. 57 - 64) (bibliographic info) (download)
5. Measuring Margin: Robert L. McDonald (p. 65 - 82) (bibliographic info) (download) (Working Paper version)
6. A Transparency Standard for Derivatives: Viral V. Acharya (p. 83 - 95) (bibliographic info) (download) (Working Paper version)
7. Liquidity Mismatch Measurement: Markus Brunnermeier, Gary Gorton, Arvind Krishnamurthy (p. 99 - 112) (bibliographic info) (download)
8. Monitoring Leverage: John Geanakoplos, Lasse Heje Pedersen (p. 113 - 127) (bibliographic info) (download)
9. Repo and Securities Lending: Tobias Adrian, Brian Begalle, Adam Copeland, Antoine Martin (p. 131 - 148) (bibliographic info) (download) (Working Paper version)
10. Improving Our Ability to Monitor Bank Lending: William F. Bassett, Simon Gilchrist, Gretchen C. Weinbach, Egon ZakrajŇ°ek (p. 149 - 161) (bibliographic info) (download)
11. The Case for a Credit Registry: Atif Mian (p. 163 - 172) (bibliographic info) (download)
12. Monitoring the Financial Condition and Expenditures of Households: Robert E. Hall (p. 175 - 182) (bibliographic info) (download)
13. LEADS on Macroeconomic Risks to and from the Household Sector: Jonathan A. Parker (p. 183 - 203) (bibliographic info) (download) (Working Paper version)
14. Detecting "Bad" Leverage: Amir Sufi (p. 205 - 212) (bibliographic info) (download) (data appendix)
15. A Macroeconomist's Wish List of Financial Data: V. V. Chari (p. 215 - 232) (bibliographic info) (download)
16. Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data Are Needed?: Eugenio Cerutti, Stijn Claessens, Patrick McGuire (p. 235 - 260) (bibliographic info) (download) (Working Paper version)
Indexes: Markus Brunnermeier, Arvind Krishnamurthy (p. 261 - 273) (bibliographic info) (download)
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