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Systemic Risk

A Practitioner's Guide to Measurement, Management and Analysis

  • Malcolm H.D.  Kemp

Table of contents

  1. Front Matter
    Pages i-xxvi
  2. Malcolm H.D. Kemp
    Pages 1-4
  3. Malcolm H.D. Kemp
    Pages 5-29
  4. Malcolm H.D. Kemp
    Pages 31-110
  5. Malcolm H.D. Kemp
    Pages 111-217
  6. Malcolm H.D. Kemp
    Pages 219-252
  7. Malcolm H.D. Kemp
    Pages 253-274
  8. Malcolm H.D. Kemp
    Pages 275-294
  9. Malcolm H.D. Kemp
    Pages 295-313
  10. Back Matter
    Pages 315-327

About this book

Introduction

Systemic Risk provides readers with a wide-ranging practical guide to systemic risk in the financial system.  It challenges the notion that systemic risk is exclusively about interconnectivities within the financial system, showing that past systemic risk crises have often involved a broader range of vulnerabilities.

It describes how regulators and governments are seeking to manage systemic risk, and how their concerns are driving change in regulatory and business environments across the financial sector. It sets out how firms and practitioners can effectively respond to these changes (covering topics such as data needs, quantification of risk exposures, management disciplines and skillset requirements etc.).  It highlights the sources and characteristics of systemic risk and the concentrations of exposures to this risk. It also links systemic risk with other risk disciplines including exploring how systemic risk ties in with liquidity risk and credit risk and how it interacts with central clearing, collateralisation and pricing of derivatives.

Keywords

Financial risk Measuring systemic risk Analysing systemic risk Financial system Financial regulation Macroprudential policy Risk modelling Banking Insurance Pension funds Asset management Shadow banking Market infrastructure Risk analytics Microprudential policy Monetary policy Systemically important financial institutions SIFIs activity-based regulation entity-based regulation

Authors and affiliations

  • Malcolm H.D.  Kemp
    • 1
  1. 1.Nematrian LimitedLondonUnited Kingdom

Bibliographic information

  • DOI https://doi.org/10.1057/978-1-137-56587-7
  • Copyright Information The Editor(s) (if applicable) and The Author(s) 2017
  • Publisher Name Palgrave Macmillan, London
  • eBook Packages Economics and Finance
  • Print ISBN 978-1-137-56586-0
  • Online ISBN 978-1-137-56587-7
  • Buy this book on publisher's site
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