£48.00

LAP Lambert Academic Publishing How to measure systemic risk

Name: How to measure systemic risk
Brand: LAP Lambert Academic Publishing
Price: 48.0 GBP
Availability: InStock

Subjects

Price data last checked 11 day(s) ago - will refresh soon

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the most expensive it has ever been. Walk away.

£48 today · previous high £48 · all-time low £42

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 80 days · 80 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 80 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £42 (60 days, 75.0%)

Price range: £42 - £48

Price levels: 2 different prices over 80 days

Description

This research work focuses on the effects of systemic risk to the financial system.The occurence of the 2007-2008 financial crisis has led researchers to develop methods on how to measure systemic risk in financial institution.This work first identifies the proposed approches used to measure systemic risk.These approches are categorised into two i.e the indicator-based measures proposed by regulators and the market-based measures proposed by researches.The indicator-based measures uses the accounting information of the financial institutions while the market-based measures are those that uses public available data of specific instution.The market-based measures discussed in this work includes:MES,CoVaR,CES,SRISK,Delta-CoVaR and Multi-CoVaR.This work also compares the performance of MES and CoVaR measures during the pre-crisis,crisis and post-crisis periods.The analysis uses 74 US publicly traded financial institutions with each having an excess market capitalization of 5 billion as at the end of June 2007.The results shows that the two measures have positive relationship in predicting systemic risk in the three periods,although the relationship not tight in the crisis period.

Product Specifications

Brand: LAP Lambert Academic Publishing
Format: paperback
ASIN: 3659774952
Category: Books > Subjects
Domain: Amazon UK
Release Date: 24 August 2015
Listed Since: 16 September 2015

Barcode

No barcode data available

LAP Lambert Academic Publishing How to measure systemic risk

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Measuring Systemic Risk: A Probabilistic Perspective: 409 (Studies in Systems, Decision and Control, 409)

Evaluation of Value at Risk Models: The new science of Market Risk Management

Systemic Risk: The Dynamics of Modern Financial Systems

A Critical Study of Credit Risk Management of Investment Banks

Systemic Risk, Crises, and Macroprudential Regulation

Managing Systemic Exposure: A Risk Management Framework for SIFIs and Their Markets

Optimization in Portfolio Management: A study of Bombay Stock Exchange in India

Risk-menedzhment predprinimatel'skikh struktur: Organizatsionno-metodicheskie osnovy formirovaniya i razvitiya v usloviyakh nestabil'noy predprinimatel'skoy sredy

Risk Management in Private Finance Initiative Projects: RISK MANAGEMENT IN PRIVATE FINANCE INITIATIVE PROJECTS: THE ROLE OF FINANCIAL SERVICES PROVIDERS

Совершенствование скоринговой системы коммерческого банка

Systemic Financial Crises: Containment and Resolution

Stress-testing the Banking System: Methodologies and Applications

Marktzinsmethode und Zinsrisiko: Die Effektivität der Marktzinsmethode als Steuerungsinstrument des Zinsrisikos in Kreditinstituten

Risk Management Practices among Banks in India: An Empirical Study: Focus: Risk Management Framework in Banks

Financial Risk Management: Applications in Market, Credit, Asset and Liability Management and Firmwide Risk (Wiley Finance)

Value at Risk für Kreditinstitute: Erfassung des aggregierten Marktrisikopotentials (Bank- und Finanzwirtschaft)

Die Bewertung von Kreditinstituten: Erfassung und Bewertung bankspezifischer Risiken

Advanced Approach of Predicting Economic and Financial Crises

Finansal Krizler ve Bulaşma Etkisi: 2008 Küresel Finans Krizi Üzerine Bir Analiz

Conditional Copula-GARCH Methods for Value at Risk of Portfolio: Combining Copula and Forecasting Function of GARCH Model to Estimate of Portfolio's Value at Risk

Microfinance Institutions and Community Development Banks: Wall Street Consequences Pre and Post Crisis

Mathematical Modelling of Exchange Rate Risk: Modelling a newsvendor problem and risk hedging in various business environments

Operational Risk Management in Maritime Transport: Tools, Trends, Methodology and Application to dry bulk shipping

Credit Risk Management