Assessing Risk Assessment Towards Alternative Risk Measures for Comp
Christian Hugo Hoffmann undermines the citadel of risk assessment and management, arguing that classical probability theory is not an adequate foundation for modeling systemic and extreme risk in complex financial systems. He proposes a new class of model
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Assessing Risk Assessment Towards Alternative Risk Measures for Complex Financial Systems
Assessing Risk Assessment
Christian Hugo Hoffmann
Assessing Risk Assessment Towards Alternative Risk Measures for Complex Financial Systems
Christian Hugo Hoffmann Kreuzlingen, Switzerland Dissertation der Universität St. Gallen, 2017 Die Universität St. Gallen, Hochschule für Wirtschafts-, Rechts- und Sozialwissenschaften sowie internationale Beziehungen (HSG), gestattet hiermit die Drucklegung der vorliegenden Dissertation, ohne damit zu den darin angesprochenen Anschauungen Stellung zu nehmen.
OnlinePlus material to this book is available on http://www.springer.com/978-3-658-20032-9 ISBN 978-3-658-20031-2 ISBN 978-3-658-20032-9 (eBook) https://doi.org/10.1007/978-3-658-20032-9 Library of Congress Control Number: 2017957211 Springer Gabler © Springer Fachmedien Wiesbaden GmbH 2017 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. Printed on acid-free paper This Springer Gabler imprint is published by Springer Nature The registered company is Springer Fachmedien Wiesbaden GmbH The registered company address is: Abraham-Lincoln-Str. 46, 65189 Wiesbaden, Germany
Table of Contents
List of Tables and Figures................................................................................................................ ix Abstract ............................................................................................................................................. xi Zusammenfassung .......................................................................................................................... xiii Introduction ....................................................................................................................................... 1 Part I: Concepts, Model Level and Risk Assessment........................................................
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