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Mapping Financial Stability [electronic resource] / by Peter Sarlin.

By: Sarlin, Peter [author.].
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Computational Risk Management: Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014Description: XVI, 233 p. 61 illus., 38 illus. in color. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783642549564.Subject(s): Computer science | Macroeconomics | Economics | Macroeconomics/Monetary Economics//Financial Economics | Computer Science, generalAdditional physical formats: Printed edition:: No titleDDC classification: 339 Online resources: Click here to access online
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.
In: Springer eBooksSummary: 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.
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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.

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.

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