Systemic Risk: A Practitioner's Guide to Measurement, Management and Analysis
Author:   Malcolm H.D. Kemp
Publisher:   Palgrave Macmillan
Edition:   1st ed. 2017
ISBN:  

9781137565860


Pages:   327
Publication Date:   01 September 2017
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Systemic Risk: A Practitioner's Guide to Measurement, Management and Analysis


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Author:   Malcolm H.D. Kemp
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Edition:   1st ed. 2017
Weight:   0.654kg
ISBN:  

9781137565860


ISBN 10:   1137565861
Pages:   327
Publication Date:   01 September 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Preface 1. Introduction 2. The financial sector canvas: similarities and differences between sectors 3. How the canvas can be damaged: systemic risk, its causes and links to other risks 4. Regulator and government responses: macro-prudential policy and other drivers 5. Network effects: the technological and societal environment 6. Measuring systemic risk: 'big data' challenges and network complexities 7. Managing systemic risk: tools and techniques for firms, risk managers and regulators 8. Profiting from systemic risk: adapting business models to respond to systemic risk

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Author Information

Malcolm Kemp is Founder and Managing Director of Nematrian Ltd, a consulting firm delivering services to the quantitative finance and actuarial communities. Previously, he was Director and Head of the Quantitative Research Team at Threadneedle Asset Management, responsible for its portfolio risk measurement and management activities. He is a leading expert on derivatives, performance measurement, risk measurement, liability driven investment and other quantitative investment techniques. Malcolm is a Fellow of the Institute of Actuaries, a Chartered Enterprise Risk Actuary, an Adjunct Professor at Imperial College Business School and a member of the Advisory Scientific Committee of the European Systemic Risk Board.

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