Systemic risk: a practitioner's guide to measurement, management and analysis
Auteur :
Kemp, Malcolm
Éditeur :
Palgrave Macmillan
ISBN :
9781349849994
Date de publication :
15 sept. 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.