The global financial crisis of 2008 proved that what initially appeared to be relatively small losses in the financial system can be magnified to systemic ones. The European Union debt crisis has thus revived interest in the interdependence across different markets, especially sovereign debt...

Banking Systems Simulation -- Contents -- Foreword -- Introduction -- 1: Banking Risk -- 1.1 Single Bank Risk -- 1.2 The Basel Committee on Banking Supervision Approach to Regulation -- 1.2.1 The Basel I Framework -- 1.2.2 The Basel II Framework -- 1.2.3 Credit Counterparty Risk -- 1.2.4 Market...