Systemic risk : the dynamics of modern financial systems /

This text 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 crises on a global scale.

Bibliographic Details
Main Author:	Gai, Prasanna, 1969-
Format:	eBook
Language:	English
Published:	Oxford : Oxford University Press, ©2013.
Subjects:	Finance. Financial risk management. Financial risk > Econometric models. Finances. Finances > Gestion du risque. Risque financier > Modèles économétriques. finance. BUSINESS & ECONOMICS > Banks & Banking. Finance Financial risk management Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

The robust-yet-fragile nature of financial systems
Systemic liquidity crises
Dynamic credit relationships
Covered bonds and systemic risk
Quantifying systemic risk
Financial system resilience.