MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03140nam a22005415i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
TR-AnTOB |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20231121114114.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
|---|
| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
220207s2022 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783030942816 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/978-3-030-94281-6 |
| Source of number or code |
doi |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
TR-AnTOB |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
TR-AnTOB |
| 041 ## - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
İngilizce |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HD61 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
TBJ |
| Source |
bicssc |
|
|---|
| Subject category code |
TEC009000 |
| Source |
bisacsh |
|
|---|
| Subject category code |
TBJ |
| Source |
thema |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HD61EBK |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Radev, Deyan. |
| Relator term |
author. |
| Relator code |
aut |
| -- |
http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Measuring Systemic Risk |
| Medium |
[electronic resource] : |
| Remainder of title |
A Probabilistic Perspective / |
| Statement of responsibility, etc. |
by Deyan Radev. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
1st ed. 2022. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Cham : |
| Name of producer, publisher, distributor, manufacturer |
Springer International Publishing : |
| -- |
Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2022. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Studies in Systems, Decision and Control, |
| International Standard Serial Number |
2198-4190 ; |
| Volume/sequential designation |
409 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Introduction -- Multivariate Probabilities from Individual CDS Spreads -- Summary and Final Words. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book provides a comprehensive methodology to measure systemic risk in many of its facets and dimensions based on state-of-the-art risk assessment methods. Systemic risk has gained attention in the public eye since the collapse of Lehman Brothers in 2008. The bankruptcy of the fourth-biggest bank in the USA raised questions whether banks that are allowed to become “too big to fail” and “too systemic to fail” should carry higher capital surcharges on their size and systemic importance. The Global Financial Crisis of 2008-2009 was followed by the Sovereign Debt Crisis in the euro area that saw the first Eurozone government de facto defaulting on its debt and prompted actions at international level to stem further domino and cascade effects to other Eurozone governments and banks. Against this backdrop, a careful measurement of systemic risk is of utmost importance for the new capital regulation to be successful and for sovereign risk to remain in check. Most importantly, the book introduces a number of systemic fragility indicators for banks and sovereigns that can help to assess systemic risk and the impact of macroprudential and microprudential policies. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Engineering mathematics. |
|
|---|
| Topical term or geographic name entry element |
Engineering—Data processing. |
|
|---|
| Topical term or geographic name entry element |
Econometrics. |
|
|---|
| Topical term or geographic name entry element |
Probabilities. |
|
|---|
| Topical term or geographic name entry element |
Mathematical and Computational Engineering Applications. |
|
|---|
| Topical term or geographic name entry element |
Quantitative Economics. |
|
|---|
| Topical term or geographic name entry element |
Data Engineering. |
|
|---|
| Topical term or geographic name entry element |
Probability Theory. |
| 653 #0 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Risk assessment |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Studies in Systems, Decision and Control, |
| International Standard Serial Number |
2198-4190 ; |
| Volume/sequential designation |
409 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://doi.org/10.1007/978-3-030-94281-6">https://doi.org/10.1007/978-3-030-94281-6</a> |
| Materials specified |
Springer eBooks |
| Public note |
Online access link to the resource |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
E-Book |
