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Examples

  • Moreover, the issue is not just whether any individual firm has a substantial exposure with its counterparties, but more importantly how concentrated its counterparty relationships are and what an insolvency of that company would mean to any single U.S. bank, said Darrell Duffie, professor of finance at Stanford University.

    Minimum Thresholds for Swaps Urged

  • Mr. Duffie added it likely would be "treacherous to renegotiate legacy contracts on a new standard."

    U.S. Libor Probe Includes BofA, Citi, UBS

  • Changing to a market rate that is less opaque would be akin to "turning around an ocean liner of enormous proportions," said Darrell Duffie, a Stanford University finance professor, who suggested one possible change would be to switch to a market rate called overnight indexed swaps, which tracks the expected path of the Federal Reserve's federal-funds rate.

    U.S. Libor Probe Includes BofA, Citi, UBS

  • Duffie said that could spill over into the currency markets and cause large price movements.

    European Bank Rout Harks to Crisis

  • Regulators would be on watch because a "danger would be loss of liquidity for certain large banks, particularly in Europe, that depend critically on access to large quantities of dollars," said Darrell Duffie , a derivatives expert and finance professor at Stanford University in California.

    European Bank Rout Harks to Crisis

  • "The corporate CDO world relied almost exclusively on this copula-based correlation model," says Darrell Duffie, a Stanford University finance professor who served on Moody's Academic Advisory Research Committee.

    Here's The Math Formula That Ruined Our Economy - The Consumerist

  • Investment banks would regularly phone Stanford's Duffie and ask him to come in and talk to them about exactly what Li's copula was.

    Here's The Math Formula That Ruined Our Economy - The Consumerist

  • Darrell Duffie , a professor at Stanford University's Graduate School of Business, calls the arrangement "the key pipe in the plumbing" of the financial system, with many institutions depending on extremely short-term funding via two institutions.

    Bernanke and Banks Tested by Latest Market Strains

  • Darrell Duffie , a Stanford University finance professor, said regulators manage troubled banks to avoid or at least limit any loss to the government's deposit-insurance fund.

    Fragile Banks Remain Afloat

  • Stanford University finance professor Darrell Duffie said, "I think the last crisis showed that we weren't doing a very good job regulating banks, so we have to do something different."

    Bank Group Warns of Rules' Costs

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