Banking Systems Simulation

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

af Stefano Zedda

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 syst... (Læs mere)