| 書目名稱 | Market Tremors | | 副標(biāo)題 | Quantifying Structur | | 編輯 | Hari P. Krishnan,Ash Bennington | | 視頻video | http://file.papertrans.cn/625/624241/624241.mp4 | | 概述 | Provides a consistent framework for dealing with credit and positioning risk.Includes practitioner examples and techniques for adjusting traditional risk measures.Applies Mean Field Theory to reduce t | | 圖書封面 |  | | 描述 | .Since the Global Financial Crisis, ?the structure of financial markets has undergone a dramatic shift. Modern markets have been “zombified” by a combination of Central Bank policy, disintermediation of commercial banks through regulation, and the growth of passive products such as ETFs.? Increasingly, risk builds up beneath the surface, through a combination of excessive leverage and crowded exposure to specific asset classes and strategies.? In many cases, historical volatility understates prospective risk..This book provides a practical and wide ranging framework for dealing with the credit, positioning and liquidity risk that investors face in the modern age.? The authors introduce concrete techniques for adjusting traditional risk measures such as volatility during this era of unprecedented balance sheet expansion...When certain agents in the financial network behave differently or in larger scale than they have in the past, traditional portfolio theory breaks down.? It can no longer account for toxic feedback effects within the network.? Our feedback-based risk adjustments allow investors to size their positions sensibly in dangerous set ups, where volatility is not providing | | 出版日期 | Book 2021 | | 關(guān)鍵詞 | financial market dynamics; Central Bank Quantitative Easing; risk management models; credit and positio | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-030-79253-4 | | isbn_softcover | 978-3-030-79252-7 | | isbn_ebook | 978-3-030-79253-4 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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