Publisher description for Macrofinancial risk analysis / Dale F. Gray and Samuel W. Malone.
Bibliographic record and links to related information available from the Library of Congress catalog
Information from electronic data provided by the publisher. May be incomplete or contain other coding.
This book gives a new perspective on how investors and policy makers can analyze risk and vulnerabilities in economies, both emerging market and industrial, by using modern risk management and financial engineering techniques. Using recent advances in this field and the theory of finance, an economic value can be placed on vulnerabilities caused by inter-linkages between different sectors of the economy, the macroeconomic risks due to external shocks quantified, and the value ex-ante of various policy measures to respond to crises calculated.
Library of Congress subject headings for this publication:
Macroeconomics.
Risk management.