| TÃtulo : |
Risk Assessment and Financial Regulation in Emerging Markets' Banking : Trends and Prospects |
| Tipo de documento: |
documento electrónico |
| Autores: |
Karminsky, Alexander M., ; Mistrulli, Paolo Emilio, ; Stolbov, Mikhail I., ; Shi, Yong, |
| Mención de edición: |
1 ed. |
| Editorial: |
[s.l.] : Springer |
| Fecha de publicación: |
2021 |
| Número de páginas: |
XIV, 396 p. 69 ilustraciones, 4 ilustraciones en color. |
| ISBN/ISSN/DL: |
978-3-030-69748-8 |
| Nota general: |
Libro disponible en la plataforma SpringerLink. Descarga y lectura en formatos PDF, HTML y ePub. Descarga completa o por capítulos. |
| Idioma : |
Inglés (eng) |
| Palabras clave: |
Industria de servicios financieros Mercado capital Empresa de negocios Servicios financieros Los mercados de capitales Finanzas corporativas |
| Clasificación: |
332.17 |
| Resumen: |
Este libro describe varios enfoques para modelar riesgos financieros y compilar calificaciones. Centrándose en los mercados emergentes, ilustra cómo se realiza la evaluación de riesgos y analiza el uso de métodos de aprendizaje automático para la evaluación y medición de riesgos financieros. No sólo ofrece a los lectores información sobre las diferencias entre los mercados emergentes y desarrollados, sino que también les ayuda a comprender el desarrollo de enfoques de gestión de riesgos para los bancos. Destacando los problemas actuales relacionados con la evaluación y modelación de riesgos financieros en el sector bancario de los mercados emergentes, el libro presenta las metodologÃas aplicadas a los riesgos financieros de crédito y de mercado y a los riesgos integrados y de pago, y analiza los resultados. Además, explora los riesgos sistémicos y las innovaciones en la banca y la gestión de riesgos mediante el análisis de las caracterÃsticas de la medición del riesgo en los paÃses emergentes. Por último, demuestra la agregación de enfoques del riesgo financiero para los mercados financieros emergentes, comparando las experiencias de varios paÃses, incluidos Rusia, Bielorrusia, China y Brasil. |
| Nota de contenido: |
Part I: Banks in Emerging Markets -- Peculiarities and Trends of Banking Systems Development -- Regulation of Financial Risks in Emerging Markets: Past, Present and Future -- Part II: Ratings and Risk Measuring -- Principles of Rating Estimation in Emerging Countries -- Aggregation of Rating Systems for Emerging Financial Markets -- Part III: Estimating and Modeling Credit and Market Risks in Banking -- Bank Credit Risk Modeling in Emerging Capital Markets -- Loss Given Default Estimations in Emerging Capital Markets -- Comparing Bankruptcy Prediction Models in Emerging Markets -- Measures and Assessment of ALM-Risks in Banks: Case of Russia -- Forecasting and Back-Testing of Market Risks in Emerging Markets -- Integrated Risk Measurement System in Commercial Bank -- Economic Capital Structure and Banking Financial Risks Aggregation -- Part IV: Systemic Risks Modeling and Stress Testing -- Exploring the Interplay between Early Warning Systems' Usefulness and Basel III Regulation -- Does Only Volume Matter? A Stress-test for the Adequacy of International Currency Reserves for Russia -- Regulatory Measures Against Systemic Risk in Banking Sector: The Evidence for the Republic of Belarus -- Real Effects of Financial Shocks in Russia -- Part V: Estimating and Managing Financial Risks: Actual Trends in Emerging Capital Markets -- Innovation in Developing Countries Risk Estimation and Management -- Dynamic Fractal Asset Pricing Model for Financial Risk Evaluation -- Network Effects in Retail Payments Market: Evidence From Individuals -- Conclusion: Instruments of Financial Sustainability in Emerging Markets. |
| Tipo de medio : |
Computadora |
| Summary : |
This book describes various approaches in modelling financial risks and compiling ratings. Focusing on emerging markets, it illustrates how risk assessment is performed and analyses the use of machine learning methods for financial risk assessment and measurement. It not only offers readers insights into the differences between emerging and developed markets, but also helps them understand the development of risk management approaches for banks. Highlighting current problems connected with the evaluation and modelling of financial risks in the banking sector of emerging markets, the book presents the methodologies applied to credit and market financial risks and integrated and payment risks, and discusses the outcomes. In addition it explores the systemic risks and innovations in banking and risk management by analyzing the features of risk measurement in emerging countries. Lastly, it demonstrates the aggregation of approaches to financial risk for emerging financial markets, comparing the experiences of various countries, including Russia, Belarus, China and Brazil. |
| Enlace de acceso : |
https://link-springer-com.biblioproxy.umanizales.edu.co/referencework/10.1007/97 [...] |
Risk Assessment and Financial Regulation in Emerging Markets' Banking : Trends and Prospects [documento electrónico] / Karminsky, Alexander M., ; Mistrulli, Paolo Emilio, ; Stolbov, Mikhail I., ; Shi, Yong, . - 1 ed. . - [s.l.] : Springer, 2021 . - XIV, 396 p. 69 ilustraciones, 4 ilustraciones en color. ISBN : 978-3-030-69748-8 Libro disponible en la plataforma SpringerLink. Descarga y lectura en formatos PDF, HTML y ePub. Descarga completa o por capítulos. Idioma : Inglés ( eng)
| Palabras clave: |
Industria de servicios financieros Mercado capital Empresa de negocios Servicios financieros Los mercados de capitales Finanzas corporativas |
| Clasificación: |
332.17 |
| Resumen: |
Este libro describe varios enfoques para modelar riesgos financieros y compilar calificaciones. Centrándose en los mercados emergentes, ilustra cómo se realiza la evaluación de riesgos y analiza el uso de métodos de aprendizaje automático para la evaluación y medición de riesgos financieros. No sólo ofrece a los lectores información sobre las diferencias entre los mercados emergentes y desarrollados, sino que también les ayuda a comprender el desarrollo de enfoques de gestión de riesgos para los bancos. Destacando los problemas actuales relacionados con la evaluación y modelación de riesgos financieros en el sector bancario de los mercados emergentes, el libro presenta las metodologÃas aplicadas a los riesgos financieros de crédito y de mercado y a los riesgos integrados y de pago, y analiza los resultados. Además, explora los riesgos sistémicos y las innovaciones en la banca y la gestión de riesgos mediante el análisis de las caracterÃsticas de la medición del riesgo en los paÃses emergentes. Por último, demuestra la agregación de enfoques del riesgo financiero para los mercados financieros emergentes, comparando las experiencias de varios paÃses, incluidos Rusia, Bielorrusia, China y Brasil. |
| Nota de contenido: |
Part I: Banks in Emerging Markets -- Peculiarities and Trends of Banking Systems Development -- Regulation of Financial Risks in Emerging Markets: Past, Present and Future -- Part II: Ratings and Risk Measuring -- Principles of Rating Estimation in Emerging Countries -- Aggregation of Rating Systems for Emerging Financial Markets -- Part III: Estimating and Modeling Credit and Market Risks in Banking -- Bank Credit Risk Modeling in Emerging Capital Markets -- Loss Given Default Estimations in Emerging Capital Markets -- Comparing Bankruptcy Prediction Models in Emerging Markets -- Measures and Assessment of ALM-Risks in Banks: Case of Russia -- Forecasting and Back-Testing of Market Risks in Emerging Markets -- Integrated Risk Measurement System in Commercial Bank -- Economic Capital Structure and Banking Financial Risks Aggregation -- Part IV: Systemic Risks Modeling and Stress Testing -- Exploring the Interplay between Early Warning Systems' Usefulness and Basel III Regulation -- Does Only Volume Matter? A Stress-test for the Adequacy of International Currency Reserves for Russia -- Regulatory Measures Against Systemic Risk in Banking Sector: The Evidence for the Republic of Belarus -- Real Effects of Financial Shocks in Russia -- Part V: Estimating and Managing Financial Risks: Actual Trends in Emerging Capital Markets -- Innovation in Developing Countries Risk Estimation and Management -- Dynamic Fractal Asset Pricing Model for Financial Risk Evaluation -- Network Effects in Retail Payments Market: Evidence From Individuals -- Conclusion: Instruments of Financial Sustainability in Emerging Markets. |
| Tipo de medio : |
Computadora |
| Summary : |
This book describes various approaches in modelling financial risks and compiling ratings. Focusing on emerging markets, it illustrates how risk assessment is performed and analyses the use of machine learning methods for financial risk assessment and measurement. It not only offers readers insights into the differences between emerging and developed markets, but also helps them understand the development of risk management approaches for banks. Highlighting current problems connected with the evaluation and modelling of financial risks in the banking sector of emerging markets, the book presents the methodologies applied to credit and market financial risks and integrated and payment risks, and discusses the outcomes. In addition it explores the systemic risks and innovations in banking and risk management by analyzing the features of risk measurement in emerging countries. Lastly, it demonstrates the aggregation of approaches to financial risk for emerging financial markets, comparing the experiences of various countries, including Russia, Belarus, China and Brazil. |
| Enlace de acceso : |
https://link-springer-com.biblioproxy.umanizales.edu.co/referencework/10.1007/97 [...] |
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