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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Financial Stability & Systemic Risk Modeling with Python: Macroprudential Stress Testing, Contagion Networks, and Sovereign-Bank Feedback Loops

Financial Stability & Systemic Risk Modeling with Python: Macroprudential Stress Testing, Contagion Networks, and Sovereign-Bank Feedback Loops

Paperback

Investing & FinanceProgramming

ISBN13: 9798244011364
Publisher: Independently Published
Published: Jan 14 2026
Pages: 394
Weight: 1.04
Height: 0.98 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Financial systems are complex adaptive networks where shocks propagate through balance sheets, institutions, and sovereigns in non-linear ways. Understanding and modeling these dynamics is now a core requirement for central banks, regulators, macro-prudential analysts, and market participants operating in a post-GFC environment defined by volatility, leverage, and structural fragility.

Also from

Schwartz, Alice

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Investing & Finance