Modeling and Measuring Systemic Risk

Markus K. Brunnermeier, Lars Peter Hansen, Anil K. Kashyap, Arvind Krishnamurthy, Andrew W. Lo
2010 Social Science Research Network  
An important challenge worthy of NSF support is to quantify systemic financial risk. There are at least three major components to this challenge: modeling, measurement, and data accessibility. Progress on this challenge will require extending existing research in many directions and will require collaboration between economists, statisticians, decision theorists, sociologists, psychologists, and neuroscientists. * This work is licensed under the Creative Commons
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doi:10.2139/ssrn.1889163 fatcat:emslaeptvngrbkp3rrupz6imra