Stefano Zedda's Banking Systems Simulation: Theory, Practice, and PDF

By Stefano Zedda

ISBN-10: 1119195896

ISBN-13: 9781119195894

Presents info resources and methodologies for modeling and simulating banking method stability

Combining either educational and institutional wisdom and event, Banking structures Simulation: concept, perform, and alertness of Modeling Shocks, Losses, and Contagion presents banking process chance modeling in actual fact inside a theoretical framework. Written from the worldwide monetary standpoint, the e-book explores unmarried financial institution hazard, universal financial institution exposures, and contagion, and the way those follow on a systemic point. Zedda ways those simulation equipment logically by means of supplying the fundamental construction blocks of modeling and simulation, after which delving extra into the person innovations that make up a platforms model.

In addition, the writer offers transparent and specific factors of the foundational examine into the mathematical and criminal strategies used to investigate banking probability difficulties, measures and information for representing the most banking danger assets, and the key difficulties researchers are inclined to come upon. there are lots of software program descriptions all through, with references and instruments to aid readers achieve a formal realizing of the offered ideas and doubtless enhance new functions and learn. The e-book concludes with an appendix that includes real-world datasets and models.

In addition, this book:

• offers a accomplished review of tools for studying types and simulating chance for banking and monetary systems

• presents a transparent presentation of the technical and criminal techniques utilized in banking regulation

• provides particular insights from an expert’s standpoint, with particular insurance of assessing hazards and constructing what-if analyses on the structures level

• Concludes with a dialogue of functions, together with banking structures legislation what-if assessments, cost-benefit research, reviews of banking platforms balance results on public funds, dimensioning, and risk-based contributions for Deposit warrantly Schemes (DGS) and determination Funds

Banking platforms Simulation: thought, perform, and alertness of Modeling Shocks, Losses, and Contagion is excellent for banking researchers concentrating on computational equipment of research in addition to a suitable reference for graduate-level scholars in banking, finance, and computational methods.

Stefano Zedda is Researcher in monetary arithmetic on the collage of Cagliari in Italy and certified as affiliate professor in banking and company finance. His learn is especially enthusiastic about quantitative analyses for banking and finance, with a specific specialise in banking platforms modeling and simulation. In 2008, Zedda built the mathematical modeling and software program implementation of the Systemic version for Banking Originated Losses (SYMBOL), extra built in the course of his job on the eu fee. The fee to that end followed it as a regular instrument for trying out banking rules proposals. Stefano Zedda’s examine pursuits contain banking, monetary arithmetic, and records, particularly simulation of banking and fiscal structures balance, banking law effect overview, and interactive agent simulation.

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Banking Systems Simulation: Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion (Wiley Series in Modeling and Simulation) by Stefano Zedda


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