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    • Author/Creator:Sarlin, Peter.
    • Title:Mapping Financial Stability [electronic resource] / by Peter Sarlin.
    • ISBN:9783642549564
    • Publication:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
    • Physical Description:1 online resource (XVI, 233 p.) 61 illus., 38 illus. in color.
    • Links:Online book
    • Yale Holdings

       
    • Local Notes:Access is available to the Yale community.
    • Access and use:Access restricted by licensing agreement.
    • Summary:This book approaches macroprudential oversight from the viewpoint of three tasks.  The focus concerns a tight integration of means for risk communication into analytical tools for risk identification and risk assessment. Generally, this book explores approaches for representing complex data concerning financial entities on low-dimensional displays. Data and dimension reduction methods, and their combinations, hold promise for representing multivariate data structures in easily understandable formats.  Accordingly, this book creates a Self-Organizing Financial Stability Map (SOFSM), and lays out a general framework for mapping the state of financial stability. Beyond external risk communication, the aim of the visual means is to support disciplined and structured judgmental analysis based upon policymakers' experience and domain intelligence.
    • In_:Springer eBooks
    • Variant and related titles:Springer ENIN.
    • Other formats:Printed edition:
      Printed edition:
      Printed edition:
    • Format:Book
    • Series:Computational Risk Management,
      Computational risk management.
    • Contents:Introduction -- Macroprudential Oversight -- Macroprudential Data -- Data and Dimension Reduction -- Data-Dimension Reductions: A Comparison -- Extending the SOM -- Self-Organizing Financial Stability Map (SOFSM) -- Exploiting the SOFSM -- Decomposing Financial Crises with SOTMs -- Conclusions, Limitations and the Future.
    • Subjects:Macroeconomics.
      Computer science.
    • Also listed under:SpringerLink (Online service)