Jeremy C. Staum

Northwestern University - Department of Industrial Engineering and Management Sciences

Evanston, IL 60208-3119

United States

SCHOLARLY PAPERS

5

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CITATIONS
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13

Scholarly Papers (5)

1.

Systemic Risk Components in a Network Model of Contagion

Number of pages: 24 Posted: 16 Dec 2010 Last Revised: 02 Feb 2012
Jeremy C. Staum and Ming Liu
Northwestern University - Department of Industrial Engineering and Management Sciences and Magnetar Capital
Downloads 681 (36,845)
Citation 6

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systemic risk, risk components, risk attribution, risk allocation, cost allocation, contagion

Systemic Risk Components and Deposit Insurance Premia

Number of pages: 17 Posted: 17 Dec 2010 Last Revised: 01 Feb 2011
Jeremy C. Staum
Northwestern University - Department of Industrial Engineering and Management Sciences
Downloads 353 (82,955)
Citation 1

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Systemic risk, Risk components, Risk attribution, Risk allocation, Cost allocation, Deposit insurance

Systemic Risk Components and Deposit Insurance Premia

FDIC Working Paper No. 2011-03
Number of pages: 37 Posted: 09 Jan 2012
Ming Liu and Jeremy C. Staum
Magnetar Capital and Northwestern University - Department of Industrial Engineering and Management Sciences
Downloads 179 (167,004)
Citation 3

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3.

Counterparty Contagion in Context: Contributions to Systemic Risk

Number of pages: 22 Posted: 24 Nov 2011 Last Revised: 01 Feb 2012
Jeremy C. Staum
Northwestern University - Department of Industrial Engineering and Management Sciences
Downloads 449 (62,924)
Citation 5

Abstract:

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systemic risk, contagion

4.

Simulation of Coherent Risk Measures Based on Generalized Scenarios

Northwestern U. Industrial Engineering and Management Sciences Working Paper No. 05-002
Number of pages: 36 Posted: 01 Jun 2005
Vadim Lesnevski, Barry L. Nelson and Jeremy C. Staum
Northwestern University - Department of Industrial Engineering and Management Sciences, Northwestern University - Department of Industrial Engineering and Management Sciences and Northwestern University - Department of Industrial Engineering and Management Sciences
Downloads 235 (129,314)

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Coherent risk measures, good deal bounds, risk management, ranking and selection, simulation

5.

Nonnegative Risk Components

Journal of Risk, Vol. 18, No. 2, 2015
Number of pages: 30 Posted: 25 Jun 2016
Jeremy C. Staum
Northwestern University - Department of Industrial Engineering and Management Sciences
Downloads 0 (666,371)
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Abstract:

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cost allocation, cost attribution, risk allocation, risk attribution, risk components, systemic risk