000 01763nam a22001937a 4500
005 20250113204805.0
008 250113b |||||||| |||| 00| 0 eng d
020 _a9783031548086
082 _a332.4944
_bKAR
245 _aSystemic financial risk:
_ban emerging market perspective
260 _bPalgrave Macmillan
_aCham
_c2024
300 _axxiii, 334 p.
365 _aEUR
_b159.99
520 _aThis 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)
650 _aFinancial risk management
700 _aKarminsky, Alexander [Editor]
_920541
700 _aStolbov, Mikhail [Editor]
_920542
942 _cBK
_2ddc
999 _c8485
_d8485