Understanding Systemic Risk in Global Financial Markets (Wiley Finance)
| Author | : | |
| Rating | : | 4.14 (563 Votes) |
| Asin | : | 1119348501 |
| Format Type | : | paperback |
| Number of Pages | : | 272 Pages |
| Publish Date | : | 2013-09-30 |
| Language | : | English |
DESCRIPTION:
He is widely published in academic journals and is the author of Derivatives Essentials: An Introduction to Forwards, Futures, Options, and Swaps. He serves as chair of DTCC's Model Risk Governance Committee and co-chair of the Systemic Risk Council, and is an active speaker globally on the topics of systemic and credit risk. ARON GOTTESMAN is Professor of Finance and the ch
The types of firms covered are primarily systemically important banks, non-banks, and financial market utilities such as central counterparties. An accessible and detailed overview of the risks posed by financial institutionsUnderstanding Systemic Risk in Global Financial Markets offers an accessible yet detailed overview of the risks to financial stability posed by financial institutions designated as systemically important. The quantitative and qualitative methods to measure the ongoing risks posed by systemically important financial institutions are surveyed. The text also examines the criteria used by financial regulators to designate firms as systemically important. Written by Aron Gottesma
In a brilliant presentation specifically designed for accelerated learning, two thought leaders from academia and business take you on an enlightening exploration of the prime drivers of systemic events—through such historic happenings as the Dutch Tulip Crisis, South Street Sea Bubble, the Great Depression, and the Credit Crisis of 2007–2009 — to offer an advantageous perspective on how these drivers influence banks and other financial institutions designated as systemically important. From the Inside FlapS