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The Resource Banking systems simulation : theory, practice, and application of modeling shocks, losses, and contagion, Stefano Zedda

Banking systems simulation : theory, practice, and application of modeling shocks, losses, and contagion, Stefano Zedda

Label
Banking systems simulation : theory, practice, and application of modeling shocks, losses, and contagion
Title
Banking systems simulation
Title remainder
theory, practice, and application of modeling shocks, losses, and contagion
Statement of responsibility
Stefano Zedda
Creator
Subject
Language
eng
Summary
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 systemic level. Zedda approaches these simulation methods logically by providing the basic building blocks of modeling and simulation, and then delving further into the individual techniques that make up a systems model. In addition, the author provides clear and detailed explanations of the foundational research into the mathematical and legal concepts used to analyze banking risk problems, measures and data for representing the main banking risk sources, and the major problems researchers are likely to encounter. There are numerous software descriptions throughout, with references and tools to help readers gain a proper understanding of the presented techniques and possibly develop new applications and research. The book concludes with an appendix that features real-world datasets and models. --
Member of
Assigning source
Provided by publisher
Cataloging source
DLC
http://library.link/vocab/creatorName
Zedda, Stefano
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
Series statement
Wiley series in modeling and simulation
http://library.link/vocab/subjectName
  • Banks and banking
  • Risk management
  • Banks and banking
Label
Banking systems simulation : theory, practice, and application of modeling shocks, losses, and contagion, Stefano Zedda
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Banking risk -- Simulation models -- Real economy, sovereign risk and banking systems linkages -- Applications
Control code
ocn962233092
Dimensions
25 cm.
Extent
xvi, 246 pages
Isbn
9781119195894
Lccn
2016054272
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)962233092
Label
Banking systems simulation : theory, practice, and application of modeling shocks, losses, and contagion, Stefano Zedda
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Banking risk -- Simulation models -- Real economy, sovereign risk and banking systems linkages -- Applications
Control code
ocn962233092
Dimensions
25 cm.
Extent
xvi, 246 pages
Isbn
9781119195894
Lccn
2016054272
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)962233092

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