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Systemic Risk: The Dynamics of Modern Financial Systems
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Systemic Risk: The Dynamics of Modern Financial Systems
Author:Gai Prasanna (EN)
Language of a book: Английский
Language of an original book: Английский
Publisher: Gardners Books

    This book opens new ground in the study of financial crises. It treats the financial system as a complex adaptive system and shows how lessons from network disciplines - such as ecology, epidemiology, and statistical mechanics - shed light on our understanding of financial stability. Using tools from network theory and economics, it suggests that financial systems are robust-yet-fragile, with knife-edge properties that are greatly exacerbated by the hoarding offunds and the fire sale of assets by banks. The book studies the damaging network consequences of the failure of large inter-connected institutions, explains how key funding markets can seize up across the entire financial system, and shows how the pursuit of secured finance by banks in the wake of theglobal financial crisis can generate systemic risks. The insights are then used to model banking systems calibrated to data to illustrate how financial sector regulators are beginning to quantify financial system stress.

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