TRS told innovative partnerships will drive returns
- February 22, 2012
The Texas Teachers Retirement System (TRS) continues to build innovative relationships with its managers, the ... [more]
RESEARCH
US Department of Treasury surveys systemic risk
- January 25, 2012
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Regulators sometimes apply Justice Potter Stewart’s definition of pornography to systemic risk
Part of the mandate given to US regulators by the Dodd Frank Act is to measure and monitor systemic risk, but more than one risk measure is needed to capture the complex and adaptive nature of the financial system.
The Office of Financial Research, part of the US Department of Treasury, has put together a survey of 31 quantitative measures of systemic risk, examining the existing scholarly literature, in an attempt to capture systemic risk from diverse perspectives.
To access the paper, and the diverse and evolving approaches to systemic risk, click here
A survey of Systemic Risk Analytics
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