Mapping Financial Stability
1st Edition
Published on 8. May 2014
XVI, 233 pages
978-3-642-54956-4 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Product notice
Reflowable
Illustrations
XVI, 233 p. 61 illus., 38 illus. in color.
File size
9,68 MB
ISBN-13
978-3-642-54956-4 (9783642549564)
DOI
10.1007/978-3-642-54956-4
Schweitzer Classification
Other editions
Additional editions
Content
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.
