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Books > Reference & Interdisciplinary > Communication studies > Decision theory > Risk assessment
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Banking Systems Simulation - Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion (Hardcover)
Loot Price: R3,049
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Banking Systems Simulation - Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion (Hardcover)
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Presents information sources and methodologies for modeling and
simulating banking system stability Combining both academic and
institutional knowledge and experience, Banking Systems Simulation:
Theory, Practice, and Application of Modeling Shocks, Losses, and
Contagion presents banking system risk modeling clearly within a
theoretical framework. Written from the global financial
perspective, the book explores single bank risk, common bank
exposures, and contagion, and how these apply on a systemic level.
Zedda approaches these simulation methods logically by providing
the basic building blocks of modeling and simulation, and then
delving further into the individual techniques that make up a
systems model. In addition, the author provides clear and detailed
explanations of the foundational research into the mathematical and
legal concepts used to analyze banking risk problems, measures and
data for representing the main banking risk sources, and the major
problems researchers are likely to encounter. There are numerous
software descriptions throughout, with references and tools to help
readers gain a proper understanding of the presented techniques and
possibly develop new applications and research. The book concludes
with an appendix that features real-world datasets and models. In
addition, this book: Provides a comprehensive overview of methods
for analyzing models and simulating risk for banking and financial
systems Provides a clear presentation of the technical and legal
concepts used in banking regulation Presents unique insights from
an expert s perspective, with specific coverage of assessing risks
and developing what-if analyses at the systems level Concludes with
a discussion of applications, including banking systems regulation
what-if tests, cost-benefit analysis, evaluations of banking
systems stability effects on public finances, dimensioning, and
risk-based contributions for Deposit Guarantee Schemes (DGS) and
Resolution Funds Banking Systems Simulation: Theory, Practice, and
Application of Modeling Shocks, Losses, and Contagion is ideal for
banking researchers focusing on computational methods of analysis
as well as an appropriate reference for graduate-level students in
banking, finance, and computational methods. Stefano Zedda is
Researcher in Financial Mathematics at the University of Cagliari
in Italy and qualified as associate professor in banking and
corporate finance. His research is mainly focused on quantitative
analyses for banking and finance, with a particular focus on
banking systems modeling and simulation. In 2008, Zedda developed
the mathematical modeling and software implementation of the
Systemic Model for Banking Originated Losses (SYMBOL), further
developed during his activity at the European Commission. The
Commission subsequently adopted it as a standard tool for testing
banking regulation proposals. Stefano Zedda s research interests
include banking, financial mathematics, and statistics,
specifically simulation of banking and financial systems stability,
banking regulation impact assessment, and interactive agent
simulation.
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