Macrofinancial Risk AnalysiseBook - 2008
This book gives a new perspective on how investors and policy makers can analyze risk and vulnerabilities in economies, both emerging market and industrial, by using modern risk management and financial engineering techniques. Using recent advances in this field and the theory of finance, an economic value can be placed on vulnerabilities caused by inter-linkages between different sectors of the economy, the macroeconomic risks due to external shocks quantified, and the value ex-ante of various policy measures to respond to crises calculated.
Publisher: Chichester, UK : John Wiley & Sons, ©2008
Characteristics: 1 online resource (xvii, 342 pages) : illustrations