Handbook on Systemic Risk (eBook, ePUB)

Redaktion: Fouque, Jean-Pierre

• Format: ePub

Produktbeschreibung

The Handbook on Systemic Risk, written by experts in the field, provides researchers with an introduction to the multifaceted aspects of systemic risks facing the global financial markets. The Handbook explores the multidisciplinary approaches to analyzing this risk, the data requirements for further research, and the recommendations being made to avert financial crisis. The Handbook is designed to encourage new researchers to investigate a topic with immense societal implications as well as to provide, for those already actively involved within their own academic discipline, an introduction to the research being undertaken in other disciplines. Each chapter in the Handbook will provide researchers with a superior introduction to the field and with references to more advanced research articles. It is the hope of the editors that this Handbook will stimulate greater interdisciplinary academic research on the critically important topic of systemic risk in the global financial markets.

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Produktdetails

• Verlag: Cambridge University Press
• Erscheinungstermin: 23. Mai 2013
• Englisch
• ISBN-13: 9781107272460
• Artikelnr.: 52928591

Inhaltsangabe

Introduction; Contributors; Part I. Data: The Prerequisite for Managing
Systemic Risk: 1. Systemic risk information requirements: current
environment, needs, and approaches for development; 2. Aligning models and
data for systemic risk analysis; 3. Applying FpML; 4. Data integration for
systemic risk in the financial system; 5. Semantics in systemic risk
management; Part II. Statistics and Systemic Risk: 6. Statistical
assessments of systemic risk measures; 7. Regime switching models and risk
measurement tools; Part III. Measuring and Regulating Systemic Risk: 8.
Measuring systemic risk; 9. Taxing systemic risk; 10. Analyzing systemic
risk of the European banking sector; Part IV. Networks: 11. Network models
and systemic risk assessment; 12. Strategic interactions on financial
networks for the analysis of systemic risk; 13. Network structure and
systemic risk in banking systems; Part V. Systemic Risk and Mathematical
Finance: 14. Firms, banks and households; 15. An agent-based computational
model for bank formation and interbank networks; 16. Diversification in
financial networks may increase systemic risk; 17. Systemic risk
illustrated; 18. Financial crisis and contagion: a dynamical systems
approach; Part VI. Counterparty Risk and Systemic Risk: 19. Pricing and
mitigation of counterparty credit exposures; 20. Counterparty contagion in
context: contributions to systemic risk; Part VII. Algorithmic Trading: 21.
Market microstructure knowledge needed for controlling an intra-day trading
process; 22. Dynamical models of market impact and algorithms for order
execution; Part VIII. Behavioral Finance: The Psychological Dimension of
Systemic Risk: 23. Fear, greed, and financial crises: a cognitive
neurosciences perspective; 24. Bubbles, crises, and heterogeneous beliefs;
25. Systemic risk and sentiment; Part IX. Regulation: 26. The new financial
stability framework in Europe; 27. Sector-level financial networks and
macroprudential risk analysis in the Euro area; 28. Systemic risk early
warning system: a micro-macro prudential synthesis; Part X. Computational
Issues and Requirements: 29. Enabling data analysis for addressing systemic
risk; 30. Operational considerations in an analytic environment for
systemic risk; 31. Requirements for systemic risk management in the
financial sector; Part XI. Accounting Issues: 32. Accounting's role in the
reporting, creation, and avoidance of systemic risk in financial
institutions.