November 2013
Beginner
164 pages
3h 46m
English
book
Introduction to R for Quantitative Finance
by Gergely Daróczi, Michael Phule, Edina Berlinger (EURO), Peter Csoka, Daniel Daniel Havran, Marton Michaletzky, Zsolt Tulassay, Kata Váradi, Agnes Vidovics-Dancs, Agnes Vidovics Dancs
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Contribution to systemic risk – identification of SIFIs
A complex system is not simply the sum of its elements. It is possible that all entities are safe in themselves, but the system as a whole is still vulnerable. Systemic risk is the risk of the entire system collapsing due to one or several shocks. If we wish to identify the systemically important financial institutions (SIFIs) as it was proposed by BCBS (2011), we have to consider five factors contributing to systemic risk: size, interconnectedness, lack of substitutes, cross-jurisdictional activity, and complexity of the activities. When measuring interconnectedness, we can rely on network data and can apply several methods, for example, centrality measures, stress test, and core-periphery ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.