Systemic Financial Risk [electronic resource] / Organisation for Economic Co-operation and Developme...
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Systemic Financial Risk [electronic resource] / Organisation for Economic Co-operation and Developme...
Systemic Financial Risk [electronic resource] / Organisation for Economic Co-operation and Development
About this item
Full title
Author / Creator
Publisher
Paris : OECD Publishing, 2012.
Alternative title
Date
2012.
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
1 online resource (80 p.)
Content type
text
Media type
computer
Carrier type
online resource
Contents
Summary -- Social unrest and agent based models -- Outlook -- Evolutionary pressure for increasing leverage -- Introduction -- A simple agent based model of financial markets -- Leverage and systemic risk -- Implications -- How leverage increases volatility -- Executive summary -- Foreword.
Publication information
Publisher
Paris : OECD Publishing, 2012.
Date Published
2012.
Subjects
More information
Scope and Contents
Summary
This report analyses the results of simulations using an agent based model of financial markets to show how excessive levels of leverage in financial markets can lead to a systemic crash. Investors overload on risky assets betting more than they have to gamble creating a tremendous level of vulnerability in the system as a whole. Plummeting asset...
Alternative Titles
Full title
Systemic Financial Risk [electronic resource] / Organisation for Economic Co-operation and Development
Variant title
BOOK
Authors, Artists and Contributors
Author / Creator
Author / Artists
Notes
General note
OECD Reviews of Risk Management Policies, 19934106.
Description based upon print version of record.
Includes bibliographical references.
Language note
English
Identifiers
Primary Identifiers
Record Identifier
74VK35MD88Xg
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VK35MD88Xg
Other Identifiers
ISBN
92-64-16771-4
DDC
332.4944 658.15 658.15/5 658.155
MMS ID
991023948102502626
