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Credit Risk Management for Derivatives : Post-Crisis Metrics for End-Users

Zelenko, Ivan - 2017

This Palgrave Pivot assesses the impact of the regulatory framework for derivatives built post-crisis and examines its ambition to centralize and minimize credit risk, enhance transparency, and regain control. Zelenko delves into the powerful destabilizing forces exerted by derivatives markets...

Persistent link: https://www.econbiz.de/10012397183

Systemic Risk : A Practitioner's Guide to Measurement, Management and Analysis

Kemp, Malcolm H.D. - 2017

Systemic Risk provides readers with a wide-ranging practical guide to systemic risk in the financial system. It challenges the notion that systemic risk is exclusively about interconnectivities within the financial system, showing that past systemic risk crises have often involved a broader...

Persistent link: https://www.econbiz.de/10012397306

Econophysics and Capital Asset Pricing : Splitting the Atom of Systematic Risk

Chen, James Ming - 2017

This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk. Much of the frustration with beta stems from the failure to disaggregate its discrete components; conventional beta is often treated as if it were "atomic"...

Persistent link: https://www.econbiz.de/10012397524

Currency Wars : Offense and Defense through Systemic Thinking

Yi-Lin Forrest, Jeffrey; Gong, Zaiwu; Ying, Yirong - 2018

This book uses systemic thinking and applies it to the study of financial crises. It systematically presents how the systemic yoyo model, its thinking logic, and its methodology can be employed as a common playground and intuition to the study of money, international finance, and economic...

Persistent link: https://www.econbiz.de/10012397681

Finanzsystemstabilität, systemisches Risiko und Bailout-Instrumente : eine Analyse staatlich induzierter Bankenrettungsmaßnahmen

Stolz-Gerhardt, Vera - 2019

Vera Stolz-Gerhardt untersucht die Notwendigkeit der Rettung systemrelevanter Banken und diskutiert darauf aufbauend die in der Finanzkrise 2007 - 2009 etablierten staatlich induzierten Bankenrettungsmaßnahmen (Bailouts). Sie zeigt auf, dass diese das systemische Risiko insgesamt erhöhen...

Persistent link: https://www.econbiz.de/10012401800

Risk Habitat Megacity

Heinrichs, Dirk - 2012

Megacity development and the inherent risks and opportunities for humans and the environment is a theme of growing urgency in the 21st century. Focusing on Latin America where urbanization is most advanced, this book studies the complexity of a ‘mega-urban system’ and explores interrelations...

Persistent link: https://www.econbiz.de/10014015547

Asset Pricing : Finanzderivate und ihre Systemrisiken

Chesney, Marc; Krakow, Jonathan; Maranghino-Singer, Brigitte - 2018

Zinssätze und Anleihen -- Futures und Forwards -- Swaps -- Optionen -- Grundlegende Modelle der Optionsbepreisung -- Kritische Analyse bestehender Finanzmodelle und problematische Entwicklungen auf den Finanzmärkten.

Persistent link: https://www.econbiz.de/10014018662

Macroprudential Regulation and Policy for the Islamic Financial Industry : Theory and Applications

Zulkhibri, Muhamed (ed.); Ismail, Abdul Ghafar (ed.); … - 2016

Part I. Institutional Framework for Macroprudential in Islamic Banking System -- 1. Macroprudential Policy and Regulation in A Dual Banking System: An Exploratory Perspective -- 2. Doctrinal Challenge for Islamic Banking on Macroprudential Regulations: A Religion-Regulation Mismatch 2.0 -- 3....

Persistent link: https://www.econbiz.de/10014019978

Systemrelevante Finanzinstitute : Systemrisiko und Regulierung im europäischen Kontext

Kleinow, Jacob - 2016

Erläuterung der Begriffe Systemrelevanz, Systemrisiko und Too Big to Fail -- Messung von Systemrisiko von Banken … europäischen Kontext. Anhand von empirischen Studien evaluiert der Autor das Systemrisiko unter anderem über Modelle zu Co … Systemrelevanz, Systemrisiko und Too Big to Fail Messung von Systemrisiko von Banken Diskussion der Regulierung systemrelevanter …

Persistent link: https://www.econbiz.de/10014020353

Mapping Financial Stability

Sarlin, Peter - 2014

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,...

Persistent link: https://www.econbiz.de/10014020444