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Mapping Financial Stability
Author
Title
Mapping Financial Stability [electronic resource] / by Peter Sarlin.
ISBN
9783642549564
Publication
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
Physical Description
1 online resource (XVI, 233 p.) 61 illus., 38 illus. in color.
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
Summary
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.
Variant and related titles
Springer ENIN.
Other formats
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Printed edition:
Printed edition:
Format
Books / Online
Language
English
Added to Catalog
May 02, 2019
Series
Computational Risk Management,
Contents
Introduction
Macroprudential Oversight
Macroprudential Data
Data and Dimension Reduction
Data-Dimension Reductions: A Comparison
Extending the SOM
Self-Organizing Financial Stability Map (SOFSM)
Exploiting the SOFSM
Decomposing Financial Crises with SOTMs
Conclusions, Limitations and the Future.
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