Verfügbarkeit: Handbook on systemic risk | Technische Universität München

Handbook on systemic risk:

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Bibliographische Detailangaben
Weitere beteiligte Personen:	Fouque, Jean-Pierre 1934- (HerausgeberIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Cambridge [u.a.] Cambridge University Press 2013
Ausgabe:	1. publ.
Schlagwörter:	Risikoanalyse Kreditmarkt Risikomanagement
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026086130&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Beschreibung:	Literaturangaben
Umfang:	XXVIII, 964 S. Ill., graph. Darst.
ISBN:	1107023432 9781107023437

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adam_text	Titel: Handbook on systemic risk Autor: Fouque, Jean-Pierre Jahr: 2013 Contents Contributors page xv Introduction xx PART I: DATA: THE PREREQUISITE FOR MANAGING SYSTEMIC RISK 1 Data for Systemic Risk 3 H. V. Jagadish Systemic Risk Information Requirements: Current Environment, Needs, and Approaches for Development 9 Edward T. Hida II 1.1 Introduction 9 1.2 Purpose 10 1.3 Overview of types of systemic risk information required 10 1.4 Overview of the financial landscape 14 1.5 Observations on the state of financial data within financial institutions 24 1.6 The challenge ahead for systemic risk information collection 28 1.7 Paths for collection of systemic risk information 30 1.8 Conclusions 32 Bibliography 36 Aligning Models and Data for Systemic Risk Analysis 37 Roger M. Stein 2.1 Introduction 37 2.2 Data aggregation and statistical inference: at what level of detail should data be collected? 42 2.3 Data linkage 45 2.4 Aligning data and models 51 2.5 A brief comment on confidentiality, anonymization and the role of consortia 56 2.6 Conclusion 60 Bibliography 62 Applying FpML 66 Andrew Jacobs and Marc Gratacos 3.1 Introduction 66 3.2 Inside FpML 72 3.3 Application to systemic risk 87 3.4 Conclusions 91 Bibliography 92 Data Integration for Systemic Risk in the Financial System 93 Arnon Rosenthal and Len Seligman 4.1 The systemic risk data integration challenge 93 4.2 Data integration task model 100 4.3 Standards for data exchange 102 4.4 Tools for reconciling heterogeneity 110 4.5 Research questions 115 4.6 Conclusions 120 Bibliography 121 Semantics in Systemic Risk Management 123 Mike Aikin and Mike Bennett 5.1 Dealing with semantics 125 5.2 Creating an ontology 132 5.3 Semantic technology applications 142 5.4 Operational data 144 5.5 Summary 145 5.6 The financial industry business ontology 147 5.7 FIBO and systemic risk 153 Bibliography 158 PART II: STATISTICS AND SYSTEMIC RISK 161 Statistics and Systemic Risk 163 John Liechty Statistical Assessments of Systemic Risk Measures 165 Carole Bernard, Eike Christian Brechmann and Claudia Czado 6.1 Introduction and background on systemic risk 165 6.2 CoVaR 167 6.3 Marginal Expected Shortfall 170 6.4 Other tail dependence measures 173 6.5 Conclusions alternative systemic measure 176 Bibliography 178 Regime Switching Models and Risk Measurement Tools 180 John Liechty 7.1 Introduction 181 7.2 Using regime shifting models with historical data 182 7.3 Using forward-looking data 187 7.4 Conclusions 188 Bibliography 189 PART III: MEASURING AND REGULATING SYSTEMIC RISK 191 Measuring and Regulating Systemic Risk 193 Viral V. Acharya Measuring Systemic Risk 196 Viral V. Acharya, Christian Brownlees, Robert Engle, Farhang Farazmand, and Matthew Richardson 8.1 The Dodd-Frank Wall Street reform and Consumer Protec- tion Act 198 8.2 Evaluation of the Dodd-Frank Act 203 8.3 NYU Stern systemic risk rankings 208 Bibliography 224 Taxing Systemic Risk 226 Viral V. Acharya, Lasse Pedersen, Thomas Philippon, and Matthew Richardson 9.1 Systemic risk and the financial crisis of 2007 to 2009 226 9.2 Regulating systemic risk 229 9.3 The Dodd-Frank Wall Street reforms and Consumer Protec- tion Act of 2010 235 9.4 A tax on systemic risk 241 9.5 Summary 244 Bibliography 244 10 Analyzing Systemic Risk of the European Banking Sector 247 Viral V Acharya and Sascha Steffen 10.1 Introduction 247 10.2 Methodology - measuring systemic risk 249 10.3 Data and summary statistics 251 10.4 Measuring systemic risk of European banks 254 10.5 Responses to the financial crisis of 2007-2009 266 10.6 After the crisis is before the crisis - the sovereign debt crisis of2010 270 10.7 Conclusion 278 Bibliography 281 PART IV: NETWORKS 283 Networks: Introduction 285 Rama Cont 11 Network Models and Systemic Risk Assessment 287 Helmut Elsinger, AlfredLehar and Martin Summer 11.1 Introduction 287 11.2 A network model of interbank exposures and contagion risk 288 11.3 Estimating network exposures 291 11.4 Creating loss scenarios 294 11.5 Clearing in the interbank market 297 11.6 Empirical findings 299 11.7 Extensions 302 Bibliography 303 12 Strategic Interactions on Financial Networks for the Analysis of Systemic Risk 306 Ethan Cohen-Cole, Andrei Kirilenko and Eleonora Patacchini 12.1 Financial networks and systemic risk 306 12.2 Diffusion-like processes over networks 309 12.3 An empirical application: the CME market 316 12.4 Conclusions and policy implications 323 Bibliography 324 13 Network Structure and Systemic Risk in Banking Systems 327 Rama Cont, Amal Moussa andEdson B. Santos 13.1 Introduction 327 13.2 The network structure of banking systems 333 13.3 Systemic risk and default contagion 345 13.4 Is default contagion a significant source of systemic risk? 351 13.5 What makes an institution systemically important? 355 13.6 Does one size fit all? The case for targeted capital requirements 361 Bibliography 365 PART V: SYSTEMIC RISK AND MATHEMATICAL FINANCE 369 Systemic Risk and Mathematical Finance 371 Ronnie Sircar 14 Firms, Banks and Households 372 L. C. G. Rogers and P. Zaczkowski 14.1 Introduction 372 14.2 Modelling assumptions 374 14.3 Summary 385 14.4 Examples 387 14.5 Numerical results 390 Bibliography 400 15 An Agent-Based Computational Model for Bank Formation and Interbank Networks 401 Matheus R. Grasselli and Omneia R. H. Ismail 15.1 Introduction 401 15.2 The pre-banking society 404 15.3 Introducing banks 410 15.4 Interbank market 416 15.5 Communities of correlated preferences 423 15.6 Conclusions and further directions 428 Bibliography 430 16 Diversification in Financial Networks may Increase Systemic Risk 432 Josselin Gamier, George Papanicolaou and Tzu-Wei Yang 16.1 Introduction 432 16.2 A bistable mean-field model for systemic risk 433 16.3 Review of some models for systemic risk 439 16.4 Summary and conclusion 442 Bibliography 442 17 Systemic Risk Illustrated 444 Jean-Pierre Fouque and Li-Hsien Sun 17.1 Introduction 444 17.2 Stability illustrated by simulations 446 17.3 Mean-field limit 449 17.4 Large deviations and systemic risk 450 17.5 Conclusion 451 Bibliography 452 18 Financial Crisis and Contagion: A Dynamical Systems Approach 453 Youngna Choi and Raphael Douady 18.1 Introduction 454 18.2 Assumptions on an economy 455 18.3 A nonlinear dynamic programming model 458 18.4 Market instability indicator 467 18.5 Financial crisis 468 18.6 Case studies and applications 473 18.7 Conclusion and further reading 477 Bibliography 478 PART VI: COUNTERPARTY RISK AND SYSTEMIC RISK 481 Introduction 483 Kay Giesecke Bibliography 484 19 Pricing and Mitigation of Counterparty Credit Exposures 485 Agostino Capponi 19.1 Introduction 485 19.2 Notation and definitions 488 19.3 Risk-neutral pricing of counterparty risk 491 19.4 Application to interest-rate and credit default swaps 496 19.5 Future trends in counterparty risk 506 19.6 Conclusions 508 Bibliography 509 20 Counterparty Contagion in Context: Contributions to Systemic Risk 512 Jeremy Staum 20.1 Introduction 512 20.2 Contagion 513 20.3 Models of counterparty contagion 516 20.4 Other phenomena in models of systemic risk 523 20.5 Counterparty contagion and systemic risk 529 20.6 Systemic risk attribution 534 20.7 Avenues for progress 537 Bibliography 540 PART VII: ALGORITHMIC TRADING 545 Algorithmic Trading 547 Alexander Schied 21 Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 549 Charles-Albert Lehalle 21.1 Market microstructure modeling and payoff understanding are key elements of quantitative trading 549 21.2 From market design to market microstructure: practical examples 552 21.3 Forward and backward components of the price formation process 562 21.4 From statistically optimal trade scheduling to microscopic optimization of order flows 564 21.5 Perspectives and future work 575 Bibliography 576 22 Dynamical Models of Market Impact and Algorithms for Order Execution 579 Jim Gatheral and Alexander Schied 22.1 Introduction 579 22.2 Price impact and price manipulation 580 22.3 Temporary and permanent price impact 584 22.4 Transient price impact 588 22.5 Further extensions 596 Bibliography 599 PART VIII: BEHAVIORAL FINANCE: THE PSYCHOLOGICAL DIMENSION OF SYSTEMIC RISK 603 Behavioral Finance: Introduction 605 Hersh Shefrin Bibliography 621 23 Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective 622 Andrew Lo 23.1 Introduction 622 23.2 A brief history of the brain 625 23.3 Fear 627 23.4 Greed 632 23.5 Risk 636 23.6 Rationality 640 23.7 Sentience 645 23.8 Interactions 648 23.9 Policy implications 652 23.10 Conclusion 655 Bibliography 659 24 Bubbles, Crises, and Heterogeneous Beliefs 663 Wei Xiong 24.1 Historical bubbles 664 24.2 Limits of arbitrage 674 24.3 Heterogeneous beliefs 677 24.4 Resale option theory of bubbles 682 24.5 Credit cycles 692 24.6 General equilibrium models with heterogeneous beliefs 696 24.7 Welfare analysis with distorted beliefs 701 24.8 Summary and future directions 704 Bibliography 706 25 Systemic Risk and Sentiment 714 Giovanni Barone-Adesi, Loriano Mancini and Hersh Shefrin 25.1 Introduction 714 25.2 Behavioral asset pricing theory and sentiment 719 25.3 Estimating the empirical SDF 723 25.4 Sentiment and the financial crisis 726 25.5 External measures of sentiment 734 25.6 Sentiment, systemic risk and leverage 736 25.7 Conclusion 739 PART IX: REGULATION 743 Regulation: Introduction 745 Gary Stern and Ron J. Feldman 26 The New Financial Stability Framework in Europe 748 Cars ten Detken and Per Nymand-Andersen 26.1 The new European approach to systemic risk 749 26.2 The new European systemic risk framework 753 26.3 The ECB approach to systemic risk 755 26.4 Global markets require a global approach to risk. 766 26.5 Conclusion 768 Bibliography 771 27 Sector-Level Financial Networks and Macroprudential Risk Analysis in the Euro Area 775 Olli Castren and Ilja Kristian Kavonius 21.1 Introduction 775 27.2 Description of the data 777 27.3 The network of balance sheet exposures for the aggregate Euro area financial system 777 27.4 Derivation of the risk-based balance sheets 781 27.5 Propagation of shocks in the risk-based financial network 786 27.6 Concluding remarks 788 Bibliography 789 28 Systemic Risk Early Warning System: A Micro-Macro Prudential Synthesis 791 Mikhail V Oet, Ryan Eiben, Timothy Bianco, Dieter Gramlich, Stephen J. Ong, andJing Wang 28.1 Introduction 792 28.2 EWS elements 796 28.3 Risk model and results 801 28.4 Discussion and implications 812 28.5 Conclusions and future work 828 Bibliography 843 PART X: COMPUTATIONAL ISSUES AND REQUIREMENTS 847 Computational Issues and Requirements: Introduction 849 Richard Byrne 29 Enabling Data Analysis for Addressing Systemic Risk 852 Eric Hughes, Arnon Rosenthal, Charles Worrell 29.1 Challenges in analyzing systemic risk 852 29.2 Approaches that support analysis 853 29.3 Analysis approaches 862 29.4 Discussion and future research 866 Bibliography 868 30 Operational Considerations in an Analytic Environment for Systemic Risk 869 Charles Worrell, Samar Guharay, Matt McMahon, Len Seligman, and Rajani Shenoy 30.1 Introduction 869 30.2 Controlling the frame of reference 870 30.3 Managing the data environment 871 30.4 Model hosting and execution environment 874 30.5 Comparison and measurement across disparate models 875 30.6 Aggregation of risk components 877 30.7 From analysis to decisions 879 Bibliography 880 31 Requirements for Systemic Risk Management in the Financial Sector 882 Alan J. King, Donna N. Dillenberger, Aviv Orani, Francis N. Parr, and Gong Su 31.1 Introduction 882 31.2 History 884 31.3 Modern mortgage market 884 31.4 Network and counterparty risk 890 31.5 Requirements for broad scope risk 892 31.6 Integrated risk analytics 895 31.7 Reference data 901 31.8 Risk analytics services 907 31.9 Summary 910 Bibliography 911 PART XI: ACCOUNTING ISSUES 913 Accounting and Systemic Risk: An Introduction 915 Trevor S. Harris Bibliography 917 32 Accounting s Role in the Reporting, Creation, and Avoidance of Systemic Risk in Financial Institutions 918 Trevor S. Harris, Robert Herz and Down Nissim 32.1 Introduction 918 32.2 Some basics of accounting and financial reporting 921 32.3 Accounting for systemic risk 924 32.4 Accounting for different asset and liability classes 926 32.5 Accounting, pro-cyclicality and systemic risk: summary thoughts 957 32.6 Single firm versus systemic risk 961 32.7 Concluding remarks 962 Bibliography 963
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title	Handbook on systemic risk
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