All Publications for Dr. Robert Mackay


De-Mystifying Interconnectedness: Assessing 'Too Interconnected to Fail' and the Fallout from Getting it WrongReport
2010-04-23
By Christopher Laursen, Dr. Sharon Brown-Hruska, Dr. Robert Mackay, and Dr. John Bovenzi of Oliver Wyman Group
Why 'Too Big to Fail' is Too Short-Sighted to Succeed: Problems with Reliance on Firm Size for Systemic Risk DeterminationReport
2010-01-18
By Christopher Laursen, Dr. Sharon Brown-Hruska, and Dr. Robert Mackay with Dr. John Bovenzi of Oliver Wyman Group
Assessing Value at Risk for Equity Portfolios: Implementing Alternative TechniquesPublished Article
1997-01-01
By Drs. James Jordan and Robert Mackay