001444322 000__ 03244cam\a2200541Ia\4500
001444322 001__ 1444322
001444322 003__ OCoLC
001444322 005__ 20230310003704.0
001444322 006__ m\\\\\o\\d\\\\\\\\
001444322 007__ cr\un\nnnunnun
001444322 008__ 220209s2022\\\\sz\a\\\\ob\\\\000\0\eng\d
001444322 019__ $$a1296116096$$a1296430493$$a1296666389$$a1298394083
001444322 020__ $$a9783030942816$$q(electronic book)
001444322 020__ $$a3030942813$$q(electronic book)
001444322 020__ $$z9783030942809
001444322 020__ $$z3030942805
001444322 0247_ $$a10.1007/978-3-030-94281-6$$2doi
001444322 035__ $$aSP(OCoLC)1296085528
001444322 040__ $$aYDX$$beng$$cYDX$$dGW5XE$$dDKU$$dEBLCP$$dOCLCO$$dN$T$$dOCLCF$$dOCLCO$$dIAI$$dIAC$$dUKAHL$$dAUD$$dOCLCQ
001444322 049__ $$aISEA
001444322 050_4 $$aHD61
001444322 08204 $$a363.1$$223
001444322 1001_ $$aRadev, Deyan,$$eauthor.
001444322 24510 $$aMeasuring systemic risk :$$ba probabilistic perspective /$$cDeyan Radev.
001444322 260__ $$aCham, Switzerland :$$bSpringer,$$c2022.
001444322 300__ $$a1 online resource (xii, 86 pages) :$$bcolor illustrations
001444322 336__ $$atext$$btxt$$2rdacontent
001444322 337__ $$acomputer$$bc$$2rdamedia
001444322 338__ $$aonline resource$$bcr$$2rdacarrier
001444322 347__ $$atext file$$bPDF$$2rda
001444322 4901_ $$aStudies in systems, decision and control ;$$vvolume 409
001444322 504__ $$aIncludes bibliographical references.
001444322 5050_ $$aIntroduction -- Multivariate Probabilities from Individual CDS Spreads -- Summary and Final Words.
001444322 506__ $$aAccess limited to authorized users.
001444322 520__ $$aThis book provides a comprehensive methodology to measure systemic risk in many of its facets and dimensions based on state-of-the-art risk assessment methods. Systemic risk has gained attention in the public eye since the collapse of Lehman Brothers in 2008. The bankruptcy of the fourth-biggest bank in the USA raised questions whether banks that are allowed to become too big to fail and too systemic to fail should carry higher capital surcharges on their size and systemic importance. The Global Financial Crisis of 2008-2009 was followed by the Sovereign Debt Crisis in the euro area that saw the first Eurozone government de facto defaulting on its debt and prompted actions at international level to stem further domino and cascade effects to other Eurozone governments and banks. Against this backdrop, a careful measurement of systemic risk is of utmost importance for the new capital regulation to be successful and for sovereign risk to remain in check. Most importantly, the book introduces a number of systemic fragility indicators for banks and sovereigns that can help to assess systemic risk and the impact of macroprudential and microprudential policies.
001444322 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed February 23, 2022).
001444322 588__ $$aDescription based on print version record.
001444322 650_0 $$aRisk assessment.
001444322 650_6 $$aÉvaluation du risque.
001444322 655_0 $$aElectronic books.
001444322 77608 $$iPrint version:$$z3030942805$$z9783030942809$$w(OCoLC)1287919910
001444322 830_0 $$aStudies in systems, decision and control ;$$vv. 409.
001444322 852__ $$bebk
001444322 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-94281-6$$zOnline Access$$91397441.1
001444322 909CO $$ooai:library.usi.edu:1444322$$pGLOBAL_SET
001444322 980__ $$aBIB
001444322 980__ $$aEBOOK
001444322 982__ $$aEbook
001444322 983__ $$aOnline
001444322 994__ $$a92$$bISE