主 题:A New Macro Measure of Systemic Risk
主讲人:Linda Allen教授
主持人:谭洪涛教授
时 间:2014年7月3日(周四)下午2点
地 点:西南财经大学柳林校区通博楼D207会议室
主办单位:会计学院 科研处
主讲人简介:
Linda Allen is the professor of Zicklin School of Business, Baruch College, City University of New York. She received her Ph.D.in Economics/Finance at New York University (1984). Professor Allen's research and consulting interests include: Banking and Financial Intermediation, Mortgage Finance, Securities Litigation. Linda Allen教授是纽约城市大学巴鲁学院Zicklin商学院的教授,于1984年在纽约大学获得经济学博士学位。研究领域包括:银行与金融中介机构,抵押融资,证券诉讼。
Her main works include:
主要著作:
Credit Risk Measurement In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms, with A. Saunders, 3rd edition 2010
Understanding Market, Credit and Operational Risk: The Value at Risk Approach, with J. Boudoukh and A. Saunders, Blackwell Publishing, Oxford: 2004.
Capital Markets and Institutions: A Global View, John Wiley and Sons, New York: 1997.
U.S. Patent Pending: An Arrangement For and A Method For Determining Damages in Shareholder Class Action Litigation
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