Risk assessment and financial regulation in emerging markets' banking : trends and prospects / Alexander M. Karminsky, Paolo Emilio Mistrulli, Mikhail I. Stolbov, Yong Shi, editors.
Karminskiĭ, A. M. (Aleksandr Markovich), editor.; Mistrulli, Paolo Emilio, editor.; Stolbov, Mikhail I., editor.; Shi, Yong, 1956- editor.
2021
HD30.22
Available Online

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Title Risk assessment and financial regulation in emerging markets' banking : trends and prospects / Alexander M. Karminsky, Paolo Emilio Mistrulli, Mikhail I. Stolbov, Yong Shi, editors.
ISBN 9783030697488 (electronic bk.)
3030697487 (electronic bk.)
3030697479
9783030697471
DOI https://doi.org/10.1007/978-3-030-69748-8
Publication Details Cham : Springer, 2021.
Language English
Description 1 online resource
Item Number 10.1007/978-3-030-69748-8 doi
Call Number HD30.22
Dewey Decimal Classification 658.15/5
Summary This book describes various approaches in modelling financial risks and compiling ratings. Focusing on emerging markets, it illustrates how risk assessment is performed and analyses the use of machine learning methods for financial risk assessment and measurement. It not only offers readers insights into the differences between emerging and developed markets, but also helps them understand the development of risk management approaches for banks. Highlighting current problems connected with the evaluation and modelling of financial risks in the banking sector of emerging markets, the book presents the methodologies applied to credit and market financial risks and integrated and payment risks, and discusses the outcomes. In addition it explores the systemic risks and innovations in banking and risk management by analyzing the features of risk measurement in emerging countries. Lastly, it demonstrates the aggregation of approaches to financial risk for emerging financial markets, comparing the experiences of various countries, including Russia, Belarus, China and Brazil.
Access Note Access limited to authorized users.
Source of Description Online resource; title from PDF title page (SpringerLink, viewed May 25, 2021).
Added Author Karminskiĭ, A. M. (Aleksandr Markovich), editor.
Mistrulli, Paolo Emilio, editor.
Stolbov, Mikhail I., editor.
Shi, Yong, 1956- editor.
Series Advanced studies in emerging markets finance, 2662-4281
Available in Other Form Print version: 9783030697471
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Part I: Banks in Emerging Markets
Peculiarities and Trends of Banking Systems Development
Regulation of Financial Risks in Emerging Markets: Past, Present and Future
Part II: Ratings and Risk Measuring
Principles of Rating Estimation in Emerging Countries
Aggregation of Rating Systems for Emerging Financial Markets
Part III: Estimating and Modeling Credit and Market Risks in Banking
Bank Credit Risk Modeling in Emerging Capital Markets
Loss Given Default Estimations in Emerging Capital Markets
Comparing Bankruptcy Prediction Models in Emerging Markets
Measures and Assessment of ALM-Risks in Banks: Case of Russia
Forecasting and Back-Testing of Market Risks in Emerging Markets
Integrated Risk Measurement System in Commercial Bank
Economic Capital Structure and Banking Financial Risks Aggregation
Part IV: Systemic Risks Modeling and Stress Testing
Exploring the Interplay between Early Warning Systems Usefulness and Basel III Regulation
Does Only Volume Matter? A Stress-test for the Adequacy of International Currency Reserves for Russia
Regulatory Measures Against Systemic Risk in Banking Sector: The Evidence for the Republic of Belarus
Real Effects of Financial Shocks in Russia
Part V: Estimating and Managing Financial Risks: Actual Trends in Emerging Capital Markets
Innovation in Developing Countries Risk Estimation and Management
Dynamic Fractal Asset Pricing Model for Financial Risk Evaluation
Network Effects in Retail Payments Market: Evidence From Individuals
Conclusion: Instruments of Financial Sustainability in Emerging Markets.

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