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Handbook on systemic risk

Public ISBD Titre : Handbook on systemic risk Type de document : texte imprimé Auteurs : Jean-Pierre Fouque (1954-...), Editeur scientifique ; Joseph A. Langsam, Editeur scientifique Editeur : New York : Columbia university press Année de publication : 2013 Importance : XXVIII, 964 p. Présentation : ill. Format : 26 cm ISBN/ISSN/EAN : 978-1-10-702343-7 Note générale : Bibliogr. en fin de contributions Langues : Anglais (eng) Mots-clés : Finances  internationales Risque  financier  --  Modèles  économétriques Mathématiques  financières Index. décimale : 658.15 (035) Gestion financière. Direction financière des entreprises (Handbook) Résumé : The Handbook on systemic risk, written by experts in the field, provides researchers with an introduction to the multifaceted aspects of systemic risks facing the global financial markets. The Handbook explores the multidisciplinary approaches to analyzing this risk, the data requirements for further research, and the recommendations being made to avert financial crisis. The Handbook is designed to encourage new researchers to investigate a topic with immense societal implications as well as to provide, for those already actively involved within their own academic discipline, an introduction to the research being undertaken in other disciplines. Each chapter in the Handbook will provide researchers with a superior introduction to the field and with references to more advanced research articles. It is the hope of the editors that this Handbook will stimulate greater interdisciplinary academic research on the critically important topic of systemic risk in the global financial markets. Note de contenu : Summary : I. Data: the prerequisite for managing systemic risk 1. Systemic risk information requirements: current environment, needs, and approaches for development 2. Aligning models and data for systemic risk analysis 3. Applying FpML 4. Data integration for systemic risk in the financial system 5. Semantics in systemic risk management II. Statistics and systemic risk 6. Statistical assessments of systemic risk measures 7. Regime switching models and risk measurement tools III. Measuring and regulating systemic risk 8. Measuring systemic risk 9. Taxing systemic risk 10. Analyzing systemic risk of the european banking sector IV. Networks 11. Network models and systemic risk assessment 12. Strategic interactions on financial networks for the analysis of systemic risk 13. Network structure and systemic risk in banking systems ... Handbook on systemic risk [texte imprimé] / Jean-Pierre Fouque (1954-...), Editeur scientifique ; Joseph A. Langsam, Editeur scientifique . - New York : Columbia university press, 2013 . - XXVIII, 964 p. : ill. ; 26 cm. ISBN : 978-1-10-702343-7 Bibliogr. en fin de contributions Langues : Anglais (eng) Mots-clés : Finances  internationales Risque  financier  --  Modèles  économétriques Mathématiques  financières Index. décimale : 658.15 (035) Gestion financière. Direction financière des entreprises (Handbook) Résumé : The Handbook on systemic risk, written by experts in the field, provides researchers with an introduction to the multifaceted aspects of systemic risks facing the global financial markets. The Handbook explores the multidisciplinary approaches to analyzing this risk, the data requirements for further research, and the recommendations being made to avert financial crisis. The Handbook is designed to encourage new researchers to investigate a topic with immense societal implications as well as to provide, for those already actively involved within their own academic discipline, an introduction to the research being undertaken in other disciplines. Each chapter in the Handbook will provide researchers with a superior introduction to the field and with references to more advanced research articles. It is the hope of the editors that this Handbook will stimulate greater interdisciplinary academic research on the critically important topic of systemic risk in the global financial markets. Note de contenu : Summary : I. Data: the prerequisite for managing systemic risk 1. Systemic risk information requirements: current environment, needs, and approaches for development 2. Aligning models and data for systemic risk analysis 3. Applying FpML 4. Data integration for systemic risk in the financial system 5. Semantics in systemic risk management II. Statistics and systemic risk 6. Statistical assessments of systemic risk measures 7. Regime switching models and risk measurement tools III. Measuring and regulating systemic risk 8. Measuring systemic risk 9. Taxing systemic risk 10. Analyzing systemic risk of the european banking sector IV. Networks 11. Network models and systemic risk assessment 12. Strategic interactions on financial networks for the analysis of systemic risk 13. Network structure and systemic risk in banking systems ...

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Code-barres	Cote	Support	Localisation	Section	Disponibilité	Etat_Exemplaire
057919	658.15 (035) HAN	Papier	Bibliothèque Centrale	Management - Gestion	Disponible	Consultation sur place