Systemic Risk

This book provides readers with a wide-ranging guide to systemic risk in the financial system. References in Chapter 7 include:

Bank of England (2014c). An introduction to CBEST. Bank of England

Cocke, M., Hannibal, C., Hursey, C., Jakria, P., MacIntyre, I. and Modiset, M. (2014). Heavy Models, Light Models and Proxy Models - A working paper. Institute and Faculty of Actuaries Sessional Meeting, 24 February 2014

Financial Times (2014). Banks want to keep your digital ID in their vaults. Financial Times, 2 September 2014

GCHQ (2012). 10 Steps to Cyber Security. CESG, the Information Security Arm of GCHQ, Cheltenham, UK

Gracie (2014). Managing cyber risk – the global banking perspective. Bank of England

Homescu, C. (2011). Adjoints and automatic (algorithmic) differentiation in computational finance. SSRN

Kemp, M.H.D. (2005). Risk Management in a Fair Valuation World. British Actuarial Journal, 11, No 4, pp. 595-712

Kemp, M.H.D. (2009). Market consistency: Model calibration in imperfect markets. John Wiley & Sons, Chichester, UK

Knight, F. H. (1921). Risk, Uncertainty and Profit. Cosimo Classics, New York, USA

Markov, I.L. (2014). Limits on fundamental limits to computation. Nature 512, 147-154

Marshall, A. (1924). Money, Credit and Commerce. Macmillan, London, UK

Mayer-Schönberger, V. and Cukier, K. (2013). Big Data. John Murray (Publishers), London, UK

Murphy, H. (2017). Database move gives blockchain its first big test case. Financial Times, 10 January 2017

Nematrian (2014). Foundation ERM Session 5: Credit Risk. Nematrian

Press, W.H., Teukolsky, S.A., Vetterling, W.T. and Flannery, B.P. (2007). Numerical Recipes: The Art of Scientific Computing. Cambridge University Press, Cambridge, UK

RIMS Knowledge Base, RIMS, as at 2 September 2014

Rudolph, M. (2012). Preparing to Deal with Digital’s Looming Dark Side, Risk Management Magazine, October 2012

References in other chapters are available here.

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