Systemic risk tomography : signals, measurement and transmission channels /: signals, measurement and transmission channels. (2016)

• Record Type: Book
• Further Information: Note: Monica Billio, Loriana Pelizzon, Roberto Savona.
• Authors: Billio, Monica; Pelizzon, Loriana; Savona, Roberto
• Contents: Part 1. Risk Connections and Systemic Risk Indicators 1. Systemic Risk via Dynamic Correlations 2. Systemic Risk and Financial Interconnectedness: Network Measures and the Impact of the Indirect Effect 3. Are Critical Slowing Down Indicators Useful to Detect Financial Crises? 4. Onset of Financial Instability Studied via Agent-based Models Part 2. Early Warning System for Systemic Risk(s) 5. Score-driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 6. Model-based Business Cycle and Financial Cycle Decomposition for Europe and the United States 7. Danger Zones for the Financial System 8. Risk Monitoring Systems in Real-time Based on Dynamic Factor Models Part 3. Policy Implications 9. Policy Lessons from Systemic Risk Modeling and Measurement
• Publisher Details: Amsterdam : Elsevier
• Publication Date: 2016
• Extent: 1 online resource
• Subjects: 338.5; Financial risk -- Mathematical models; Financial risk management; Macroeconomics -- Econometric models
• Languages: English
• ISBNs: 9780081011768
• Related ISBNs: 9781785480850
• Notes: Note: Description based on CIP data; item not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.