Richard M. Bookstaber

Board of Regents - University of California Office of the CIO

Chief Risk Officer

1111 Broadway

Oakland, CA 94607

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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SSRN RANKINGS

Top 45,716

in Total Papers Downloads

907

SSRN CITATIONS
Rank 19,390

SSRN RANKINGS

Top 19,390

in Total Papers Citations

6

CROSSREF CITATIONS

34

Scholarly Papers (10)

1.

Using Agent-Based Models for Analyzing Threats to Financial Stability

OFR 0003
Number of pages: 24 Posted: 13 Aug 2015
Richard M. Bookstaber
Board of Regents - University of California Office of the CIO
Downloads 246 (125,299)
Citation 23

Abstract:

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2.

Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future

Journal of Risk Management in Financial Institutions, 7(1), 16-25 (2014 Forthcoming). , Office of Financial Research Working Paper #0010
Number of pages: 14 Posted: 19 May 2014
Board of Regents - University of California Office of the CIO, Government of the United States of America - Office of Financial Research, Yale University - Yale Program on Financial Stability, R. H. Smith School of Business, U. of Maryland and Columbia Business School
Downloads 192 (159,055)

Abstract:

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stress testing, banking supervision, risk management

3.

A Map of Collateral Uses and Flows

OFR WP 16-06
Number of pages: 26 Posted: 27 May 2016
Andrea Aguiar, Richard M. Bookstaber, Dror Y. Kenett and Thomas Wipf
Morgan Stanley, Board of Regents - University of California Office of the CIO, Financial Industry Regulatory Authority (FINRA) and Morgan Stanley
Downloads 145 (202,679)

Abstract:

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Collateral, funding liquidity, central clearing, repo, derivatives, funding map, financial stability

4.

A Map of Funding Durability and Risk

Number of pages: 28 Posted: 03 Aug 2014
Andrea Aguiar, Richard M. Bookstaber and Thomas Wipf
Morgan Stanley, Board of Regents - University of California Office of the CIO and Morgan Stanley
Downloads 136 (213,542)
Citation 10

Abstract:

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repo, funding

5.

An Agent-Based Model for Crisis Liquidity Dynamics

Office of Financial Research Working Paper No. 15-18
Number of pages: 36 Posted: 23 Sep 2015
Richard M. Bookstaber and Mark E. Paddrik
Board of Regents - University of California Office of the CIO and Government of the United States of America - Office of Financial Research
Downloads 130 (221,223)
Citation 8

Abstract:

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Liquidity, agent-based modeling, price impact, limit orderbook, market making

6.

Market Liquidity and Heterogeneity in the Investor Decision Cycle

Office of Financial Research Working Paper No. 15-03
Number of pages: 26 Posted: 22 Aug 2015
Richard M. Bookstaber, Michael Foley and Brian Tivnan
Board of Regents - University of California Office of the CIO, University of Vermont and The MITRE Corporation
Downloads 30 (471,293)
Citation 2

Abstract:

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7.

Information Flows, the Accuracy of Opinions, and Crashes in a Dynamic Network

Office of Financial Research Staff Discussion Paper No. 17-01
Number of pages: 41 Posted: 02 Oct 2017
Phillip Monin and Richard M. Bookstaber
Government of the United States of America, Department of the Treasury, Office of Financial Research and Board of Regents - University of California Office of the CIO
Downloads 28 (481,367)

Abstract:

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Social Networks, DeGroot Learning, Dynamic Network Formation, Information Transmission, Nonlinear Dynamical Systems, Crashes

8.

Process Systems Engineering as a Modeling Paradigm for Analyzing Systemic Risk in Financial Networks

Office of Financial Research Working Paper No. 15-01, https://doi.org/10.3905/joi.2015.24.2.147
Posted: 21 May 2019
Board of Regents - University of California Office of the CIO, Columbia Business School, Columbia University - Department of Industrial Engineering and Operations Research (IEOR), Columbia University - Department of Chemical Engineering, Purdue University and Columbia University, Department of Chemical Engineering, Students
Downloads 0 (674,284)

Abstract:

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9.

Agent-Based Models for Financial Crises

Annual Review of Financial Economics, Vol. 9, pp. 85-100, 2017
Posted: 03 Jan 2018
Richard M. Bookstaber
Board of Regents - University of California Office of the CIO

Abstract:

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10.

The 7 Habits of Highly Suspicious Hedge Funds

Journal Of Investment Management (JOIM), Fourth Quarter 2009
Posted: 19 Jan 2010 Last Revised: 03 Jun 2010
Richard M. Bookstaber
Board of Regents - University of California Office of the CIO

Abstract:

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Hedge fund, risk reporting, risk measures, independent reporting, derivatives, secrecy, high water mark, incentive fees, style drift