Mapping Financial Stability (Computational Risk Management)
暫譯: 金融穩定映射(計算風險管理)
Peter Sarlin
- 出版商: Springer
- 出版日期: 2014-05-22
- 售價: $4,510
- 貴賓價: 9.5 折 $4,285
- 語言: 英文
- 頁數: 233
- 裝訂: Hardcover
- ISBN: 3642549551
- ISBN-13: 9783642549557
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商品描述
This book approaches macroprudential oversight from the viewpoint of three tasks. The focus concerns a tight integration of means for risk communication into analytical tools for risk identification and risk assessment. Generally, this book explores approaches for representing complex data concerning financial entities on low-dimensional displays. Data and dimension reduction methods, and their combinations, hold promise for representing multivariate data structures in easily understandable formats. Accordingly, this book creates a Self-Organizing Financial Stability Map (SOFSM), and lays out a general framework for mapping the state of financial stability. Beyond external risk communication, the aim of the visual means is to support disciplined and structured judgmental analysis based upon policymakers' experience and domain intelligence.
商品描述(中文翻譯)
本書從三個任務的角度探討宏觀審慎監管。重點在於將風險溝通的手段緊密整合進風險識別和風險評估的分析工具中。一般而言,本書探討了在低維顯示上表示與金融實體相關的複雜數據的方法。數據和維度縮減方法及其組合,對於以易於理解的格式表示多變量數據結構具有潛力。因此,本書創建了一個自組織金融穩定地圖(Self-Organizing Financial Stability Map, SOFSM),並提出了一個映射金融穩定狀態的通用框架。除了外部風險溝通之外,這些視覺手段的目的是支持基於政策制定者的經驗和領域智慧的有紀律和結構化的判斷分析。