254 To request review copies [email protected] Back to contents Mathematics & Statistics Banking Systems Simulation Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion Stefano Zedda Series: Wiley Series in Modeling and Simulation ISBN: 978-1-119-19589-4 | May 2017 | 272PP Written by a highly-qualified author team with a global financial perspective, this book presents a unique reference to banking systems risk modeling with a focus on the analysis and systemic risk within these systems. This book is original as it combines banking simulation and modeling to represent and measure banking risk problems for an entire system. These methods are crucial when assessing the potential risks that may contribute to a financial crisis, and they are also important to use when it is not possible to base all analyses on actual data, as the available data are limited by cases number, supervisors' early intervention, and the framework evolution. The authors approach these methods logically by providing the building blocks of modeling and simulation before including information on the individual techniques that make up a systems model. The authors also provide clear and detailed explanations to the mathematical and legal concepts used to analyze banking risk problems and measure techniques for representing the main banking risk sources. There are numerous software descriptions throughout with references and tools used to help readers gain a better understanding of the presented techniques. The book concludes with an appendix that features real-world datasets and models. About the Author Stefano Zedda, PhD, is Researcher in Financial Mathematics at the University of Cagliari in Italy.
Humanities, Social Sciences, Teacher Education, & STM Rights Catalogue - London Book Fair 2017
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