Quantitative analysis of financial market infrastructures: further perspectives on financial stability

Buch

This simulator seminar book includes twelve chapters dealing with various aspects of quantitative analysis of financial market infrastructures. The topics include, among others, systemic risks, participant behavior, and new monitoring methods of various payment systems. The methodologies vary from payment system simulations to other types of quantitative analysis based e.g. on artificial neural networks as well as GARCH models. These studies have been presented in the Bank of Finland’s simulator seminars during 2012–2014.

Angaben zum Objekt

• ISBN: 978-952-323-084-2
• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: Scientific monographs ; No. E:50

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Statistical Simulation Methods: General ; Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access ; Design of Experiments: Laboratory, Group Behavior ; General Equilibrium and Disequilibrium: Financial Markets ; Analysis of Collective Decision-Making: General ; Monetary Systems; Standards; Regimes; Government and the Monetary System; Payment Systems ; Central Banks and Their Policies ; Financial Crises ; Banks; Depository Institutions; Micro Finance Institutions; Mortgages
• Thema: simulation ; payment system ; settlement system ; liquidity ; systemic risk ; indicators ; free riding ; behavioral modeling ; RTGS ; Finanzmarkt ; Simulation ; Zahlungsverkehr ; Projektbewertung ; Clearing ; Liquidität ; Systemrisiko ; Anlageverhalten ; Trittbrettfahrerverhalten ; Verhaltensökonomik ; Neuronale Netze ; ARCH-Modell

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Laine, Tatu
• Ereignis: Veröffentlichung
• (wer): Bank of Finland
• (wo): Helsinki
• (wann): 2015

Weitere Informationen

• Handle: http://hdl.handle.net/10419/212983
• Letzte Aktualisierung: 10.03.2025, 11:43 MEZ