Systemic Risk: A Practitioner’s Guide to
Measurement, Management and Analysis
Figures
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This book
provides readers with a wide-ranging practical guide to systemic risk in the
financial system.
Most of the Figures included in the book are copyright
Nematrian Limited 2017 and have been reproduced with kind permission of
Nematrian. Figures sourced from Nematrian include:
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Figure 2.1:
Relative size of financial institutions
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Figure 2.2:
Domino versus tsunami views of interconnectedness
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Figure 2.3:
Parts of financial sector subject to FinTech disruption
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Figure 2.4:
Stylistic representation of the business cycle
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Figure 3.1:
Stylised description of balance sheet of a financial organisation
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Figure 3.2:
Graphical description of 3 pillar regulatory framework
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Figure 3.3:
Structure of a collateralised debt obligation (CDO)
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Figure 3.4:
Redemption proceeds of different CDO tranches
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Figure 3.5:
Liquidity feedback loops
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Figure 3.6:
Financial system hysteresis
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Figure 4.1:
Delta hedging of a call option
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Figure 4.2:
Total investable capital market (31 December 2011)
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Figure 4.3:
Percentage of countries in external default weighted by share of world income
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Figure 6.1:
Wider impact of some insurers being deemed globally systemically important
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