Mapping Financial Stability
Seiten
2016
|
1. Softcover reprint of the original 1st ed. 2014
Springer Berlin (Verlag)
978-3-662-52533-3 (ISBN)
Springer Berlin (Verlag)
978-3-662-52533-3 (ISBN)
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 concerning financial entities on low-dimensional displays. Data and dimension reduction methods, and their combinations, hold promise for representing multivariate data structures in easily understandable formats. Accordingly, this book creates a Self-Organizing Financial Stability Map (SOFSM), and lays out a general framework for mapping the state of financial stability. Beyond external risk communication, the aim of the visual means is to support disciplined and structured judgmental analysis based upon policymakers' experience and domain intelligence.
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.
| Erscheinungsdatum | 23.09.2016 |
|---|---|
| Reihe/Serie | Computational Risk Management |
| Zusatzinfo | XVI, 233 p. 61 illus., 38 illus. in color. |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Themenwelt | Mathematik / Informatik ► Informatik ► Theorie / Studium |
| Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft | |
| Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie | |
| Schlagworte | Computer Science • Computer Science, general • Data reduction • dimension reduction • Economics • Economics and finance • Financial stability • Macroeconomics • Macroeconomics/Monetary Economics//Financial Econo • Macroprudential oversight • mapping • Monetary Economics • systemic risk |
| ISBN-10 | 3-662-52533-X / 366252533X |
| ISBN-13 | 978-3-662-52533-3 / 9783662525333 |
| Zustand | Neuware |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
was jeder über Informatik wissen sollte
Buch | Softcover (2024)
Springer Vieweg (Verlag)
CHF 53,15
Grundlagen – Anwendungen – Perspektiven
Buch | Softcover (2022)
Springer Vieweg (Verlag)
CHF 48,95
Eine Einführung in die Systemtheorie
Buch | Softcover (2022)
UTB (Verlag)
CHF 34,95
