图 书 馆
系统性风险的机制：传播、强化、再分配Mechanisms of Systemic Risk: Contagion, Reinforcement, Redistribution |
|
| 课程网址: | http://videolectures.net/ccss09_schweitzer_mosr/ |
| 主讲教师: | Frank Schweitzer |
| 开课单位: | 苏黎世联邦理工学院 |
| 开课时间: | 2009-07-10 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The term ’systemic risk’ commonly denotes the risk that a whole system consisting of many interacting agents fails. It is a macroscopic property which emerges from the nonlinear interactions of agents. In fact, ’systemic risk’ already implies that the failure of the system cannot be fully explained by the failure of a single agent. Instead, one has to understand how such singular failures are able to spread through the whole system, affecting other agents. Here, in addition to network topology, dynamic mechanisms such as contagion (similar to epidemic processes or herding behavior), reinforcement (of prevailing trends), and redistribution (e.g. of load, stress, or debt) play a considerable role. The talk aims at categorizing some of the existing models in a common framework, first, and discussing a specific model of financial networks, afterwards, to elucidate the critical conditions for the breakdown of a system. |
| 关 键 词: | 系统性风险; 宏观经济; 金融网络 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-01-06：chenxin |
| 阅读次数: | 44 |