Banking systems simulation : theory, practice, and application of modeling shocks, losses, and contagion / Stefano Zedda.

Author/Creator:

Zedda, Stefano, author.

Publication:

Hoboken, NJ : John Wiley & Sons, Inc., 2017.

Series:

Wiley series in modeling and simulation.
Wiley series in modeling and simulation

Format/Description:

Book
xvi, 246 pages ; 25 cm.

Subjects:

Banks and banking -- Risk management.
Risk management -- Computer simulation.
Banks and banking -- State supervision.

Contents:

Introduction
Banking risk
Simulation models
Real economy, sovereign risk and banking systems linkages
Applications.

Notes:

Includes bibliographical references and index.

ISBN:

9781119195894
1119195896
9781119195917

OCLC:

962233092

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