Mapping financial stability /
By: Sarlin, Peter
Material type: BookSeries: Publisher: Heidelberg : Springer, c2014.Description: xvi, 233 p. : ill. ; 24 cm.ISBN: 978-3642549557Subject(s): Financial risk management | Economic stabilization | Financial Economics | BUSINESS & ECONOMICS / Industrial Management | BUSINESS & ECONOMICS / ManagementDDC classification: . Online resources: Location MapItem type | Home library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
REGULAR | University of Wollongong in Dubai Main Collection | 658.155 SA MA (Browse shelf) | Available | T0018722 |
, Shelving location: Main Collection Close shelf browser
658.155 SA CO The complete guide to business risk management | 658.155 SA CO The complete guide to business risk management | 658.155 SA GE The Sage handbook of risk communication | 658.155 SA MA Mapping financial stability / | 658.155 SE SC Schaum's outline of theory and problems of engineering economics / | 658.155 SE SC Schaum's outline of theory and problems of engineering economics / | 658.155 SH DE Dealing with financial risk / |
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.
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 concerning financial entities on low-dimensional displays. Data and dimension reduction methods, and their combinations, hold promise for representing multivariate data structures in easily understandable formats. Accordingly, this book creates a Self-Organizing Financial Stability Map (SOFSM), and lays out a general framework for mapping the state of financial stability. Beyond external risk communication, the aim of the visual means is to support disciplined and structured judgmental analysis based upon policymakers' experience and domain intelligence.