E-Book, Englisch, 233 Seiten
Sarlin Mapping Financial Stability
2014
ISBN: 978-3-642-54956-4
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 233 Seiten
Reihe: Computational Risk Management
ISBN: 978-3-642-54956-4
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
