Mapping Financial Stability

This book approaches macroprudential oversight from the viewpoint of three tasks.  The focus concerns a tight integration of means for risk communication into analytical tools for risk identification and risk assessment. Generally, this book explores approaches for representing complex data concerni...

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Bibliographic Details
Main Author: Sarlin, Peter
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2014, 2014
Edition:1st ed. 2014
Series:Computational Risk Management
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Introduction
  • Macroprudential Oversight
  • Macroprudential Data
  • Data and Dimension Reduction
  • Data-Dimension Reductions: A Comparison
  • Extending the SOM
  • Self-Organizing Financial Stability Map (SOFSM)
  • Exploiting the SOFSM
  • Decomposing Financial Crises with SOTMs
  • Conclusions, Limitations and the Future