Systemic financial risk: an emerging market perspective

Contributor(s):

Material type: Text

TextPublication details: Palgrave Macmillan Cham 2024Description: xxiii, 334 pISBN:

9783031548086

Subject(s):

Financial risk management

DDC classification:

332.4944 KAR

Summary: This book provides an analysis of various sources and forms of systemic financial risk. It focuses on the most pressing research questions for both advanced and emerging market economies, including green finance, ESG agenda and related risks, international financial connectivity across countries and financial institutions, and catastrophic risks modeling. Part 1 considers emerging research issues in risk assessment and management, including new approaches to measuring financial development, trends and prospects of green finance, and cross-country financial spillovers. Part 2 casts a more nuanced look at the quantitative models and methods adopted in risk assessment and risk management, putting such issues as measuring catastrophic risks, liquidity mismatches as well as modeling probabilities of default and the impact of macroeconomic fundamentals on capital adequacy ratios in the Russian banking sector in the spotlight. Finally, Part 3 discusses the new regulatory challenges dealingwith risk assessment and risk management, such as macroprudential policies which have proved efficient to mitigate systemic risk are investigated. (https://link.springer.com/book/10.1007/978-3-031-54809-3)

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Book	Indian Institute of Management LRC General Stacks	Finance & Accounting	332.4944 KAR (Browse shelf(Opens below))	1	Available		007240

This book provides an analysis of various sources and forms of systemic financial risk. It focuses on the most pressing research questions for both advanced and emerging market economies, including green finance, ESG agenda and related risks, international financial connectivity across countries and financial institutions, and catastrophic risks modeling. Part 1 considers emerging research issues in risk assessment and management, including new approaches to measuring financial development, trends and prospects of green finance, and cross-country financial spillovers. Part 2 casts a more nuanced look at the quantitative models and methods adopted in risk assessment and risk management, putting such issues as measuring catastrophic risks, liquidity mismatches as well as modeling probabilities of default and the impact of macroeconomic fundamentals on capital adequacy ratios in the Russian banking sector in the spotlight. Finally, Part 3 discusses the new regulatory challenges dealingwith risk assessment and risk management, such as macroprudential policies which have proved efficient to mitigate systemic risk are investigated.

(https://link.springer.com/book/10.1007/978-3-031-54809-3)

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