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Banking Systems Simulation: Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion

By Stefano Zedda
Hardcover
$143.95
By Stefano Zedda
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Presents information sources and methodologies for modeling and simulating banking system stability

Combining 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...

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