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008			220207s2022 sz | s |||| 0|eng d
020			_a9783030942816
024	7		_a10.1007/978-3-030-94281-6 _2doi
040			_aES-MaUEC _bspa _cES-MaUEC _dES-MaUEC
050		4	_aHD61 _b2022 EB
100	1		_aRadev, Deyan _eautor _4aut _4http://id.loc.gov/vocabulary/relators/aut _9683834
245	1	0	_aMeasuring Systemic Risk : _bA Probabilistic Perspective _cby Deyan Radev
250			_aFirst edition 2022
264		1	_aCham _bSpringer International Publishing _c2022
300			_a1 recurso en línea (XII, 86 páginas) _b32 ilustraciones, 30 ilustraciones a color
336			_2rdacontent _aTexto _btxt
337			_2rdamedia _aelectrónico _bc
338			_2rdacarrier _arecurso electrónico _bcr
347			_aarchivo de texto _bPDF
490	0		_aStudies in Systems Decision and Control _x2198-4190 _v409
505	0		_aIntroduction -- Multivariate Probabilities from Individual CDS Spreads -- Summary and Final Words.
520			_aThis book provides a comprehensive methodology to measure systemic risk in many of its facets and dimensions based on state-of-the-art risk assessment methods. Systemic risk has gained attention in the public eye since the collapse of Lehman Brothers in 2008. The bankruptcy of the fourth-biggest bank in the USA raised questions whether banks that are allowed to become "too big to fail" and "too systemic to fail" should carry higher capital surcharges on their size and systemic importance. The Global Financial Crisis of 2008-2009 was followed by the Sovereign Debt Crisis in the euro area that saw the first Eurozone government de facto defaulting on its debt and prompted actions at international level to stem further domino and cascade effects to other Eurozone governments and banks. Against this backdrop, a careful measurement of systemic risk is of utmost importance for the new capital regulation to be successful and for sovereign risk to remain in check. Most importantly, the book introduces a number of systemic fragility indicators for banks and sovereigns that can help to assess systemic risk and the impact of macroprudential and microprudential policies.
988			_aSpringer_Engineering_2022
650		7	_2embne _9158162 _aRiesgos bancarios
650		7	_2embne _9405075 _aProbabilidades
650		7	_2embne _9138992 _aRiesgo (Economía)
776	0	8	_iPrinted edition: _z9783030942809
776	0	8	_iPrinted edition: _z9783030942823
776	0	8	_iPrinted edition: _z9783030942830
856	4	0	_uhttps://go.openathens.net/redirector/universidadeuropea.es?url=https://doi.org/10.1007/978-3-030-94281-6 _zAcceso a este recurso digital (usuarios Universidad Europea de Madrid)
942			_2lcc _cLE _n0
998			_b05/2022 _dz _esc _zSI