20% off all books with the code: BOOKS
  • check 10+ million books
  • check New arrivals every day
  • check Trusted by 1M+ customers
  • check Great prices & discounts
  • check Shipping across Europe

Quantifying Systemic Risk - Joseph G. Haubrich,Andrew W. Lo

English
2013-01-24
€235.40 €294.25

-20% with code BOOKS

In stock at our supplier

Shipping in 10-16 days

30-day return policy

In the aftermath of the recent financial crisis, the federal government has pursued significant regulatory reforms, including proposals to measure and monitor systemic risk. However, there is much debate about how this might be accomplished quantitatively and objectively—or whether this is even possible. A key issue is determining the appropriate trade-offs between risk and reward from a policy and social w ... Full description

You May Also Like

Description

In the aftermath of the recent financial crisis, the federal government has pursued significant regulatory reforms, including proposals to measure and monitor systemic risk. However, there is much debate about how this might be accomplished quantitatively and objectively—or whether this is even possible. A key issue is determining the appropriate trade-offs between risk and reward from a policy and social welfare perspective given the potential negative impact of crises. One of the first books to address the challenges of measuring statistical risk from a system-wide persepective, Quantifying Systemic Risk looks at the means of measuring systemic risk and explores alternative approaches. Among the topics discussed are the challenges of tying regulations to specific quantitative measures, the effects of learning and adaptation on the evolution of the market, and the distinction between the shocks that start a crisis and the mechanisms that enable it to grow.

More Information

Author Joseph G. Haubrich, Andrew W. Lo
Publisher University of Chicago Press
Release year 2013
Cover type Hardcover
EAN 9780226319285
Write Your Own Review
You're reviewing: Quantifying Systemic Risk
Your Rating:

Goodreads Reviews

€235.40 €294.25