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Quantifying systemic risk /
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 poss...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chicago ; London :
The University of Chicago Press,
[2013]
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| Colección: | National Bureau of Economic Research conference report.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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-w. |
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| Descripción Física: | 1 online resource (xi, 273 pages) : illustrations. |
| Bibliografía: | Includes bibliographical references and indexes. |
| ISBN: | 0226921964 9780226921969 |