Mapping Financial Stability

by Peter Sarlin

Overview

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.

Product Details

ISBN-13:	9783662525333
Publisher:	Springer Berlin Heidelberg
Publication date:	07/25/2017
Series:	Computational Risk Management
Edition description:	Softcover reprint of the original 1st ed. 2014
Pages:	233
Product dimensions:	6.10(w) x 9.25(h) x 0.02(d)

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.