Mapping Financial Stability

• Main Author: Sarlin, Peter (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
• Series: Computational Risk Management,
• Subjects: 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...

Table of Contents:

• 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.