| Titre : | Handbook on systemic risk |
| Auteurs : | Jean-Pierre Fouque, Éditeur scientifique ; Joseph A. Langsam, Éditeur scientifique |
| Type de document : | texte imprimé |
| Editeur : | New York : Columbia university press, 2013 |
| ISBN/ISSN/EAN : | 978-1-107-02343-7 |
| Format : | XXVIII, 964 p. / ill. / 26 cm |
| Note générale : | Bibliogr. en fin de contributions |
| Langues : | Anglais |
| Index. décimale : | 658.15 (035) (Gestion financière. Direction financière des entreprises (Handbook)) |
| Tags : | Finances internationales Risque financier -- Modèles économétriques Mathématiques financières |
| 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 ... |
Exemplaires (1)
| Cote | Support | Localisation | Section | Disponibilité | Etat_Exemplaire |
|---|---|---|---|---|---|
| 658.15 (035) HAN | Papier | Bibliothèque Centrale | Management - Gestion | Disponible | Consultation sur place |
