Mapping Financial Stability

• Κύριος συγγραφέας: Sarlin, Peter (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
• Σειρά: Computational Risk Management,
• Θέματα: Computer science.; Macroeconomics.; Economics.; Macroeconomics/Monetary Economics//Financial Economics.; Computer Science, general.

This book approaches macroprudential oversight from the viewpoint of three tasks.  The focus concerns a tight integration of means for risk communication into analytical tools for risk identification and risk assessment. Generally, this book explores approaches for representing complex data concerni...

Πίνακας περιεχομένων:

• Introduction
• Macroprudential Oversight
• Macroprudential Data
• Data and Dimension Reduction
• Data-Dimension Reductions: A Comparison
• Extending the SOM
• Self-Organizing Financial Stability Map (SOFSM)
• Exploiting the SOFSM
• Decomposing Financial Crises with SOTMs
• Conclusions, Limitations and the Future.