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Systemic risk : the dynamics of modern financial systems

Author: Prasanna Gai
Publisher: Oxford Oxford University Press 2018.
Edition/Format:   Print book : English : [Paperback edition]View all editions and formats
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This book applies some of the lessons from network disciplines - such as ecology, epidemiology, and engineering - to study and measure how small probability events can lead to contagion and banking  Read more...

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Document Type: Book
All Authors / Contributors: Prasanna Gai
ISBN: 9780198820413 0198820410
OCLC Number: 1055474287
Description: xiv, 130 Seiten : Illustrationen ; 24 cm
Contents: Hyun Song Shin: ForewordPreface1: Introduction2: The Robust-Yet-Fragile Nature of Financial Systems3: Systemic Liquidity Crises4: Dynamic Credit Relationships5: Covered Bonds and Systemic Risk6: Quantifying Systemic Risk7: Financial System Resilience8: Conclusion
Responsibility: Prasanna Gai.

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Gai provides a fresh look at these increasingly important fields... Ultimately, Gai successfully argues that a proper assessment of systemic risk and contagion requires an understanding of network Read more...

 
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