Systemic risk measurement gets book treatment
A new book published this month provides a book-length treatment of analytical tools for measuring systemic risk, since the global financial crisis uncovered an important gap in the risk assessment of institutions operating in the supervised and shadow financial systems.
In Systemic Risk Assessment and Oversight, Jorge Chan-Lau draws on his experiences at the IMF, World Bank and as an adviser to the central banks of Canada, Chile and Malaysia, combined with methods developed by academia
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