Stefano Zedda
Gebundenes Buch

Banking Systems Simulation

Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion

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Presents information sources and methodologies for modeling and simulating banking system stabilityCombining both academic and institutional knowledge and experience, Banking Systems Simulation: Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion presents banking system risk modeling clearly within a theoretical framework. Written from the global financial perspective, the book explores single bank risk, common bank exposures, and contagion, and how these apply on a systemic level. Zedda approaches these simulation methods logically by providing the basic building block...