• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Good book on systemic risk

Thx Ken,

I'm already reading it. To be more precise something more "quant" related. Mostly model base.
 
The book suggested by Ken is an excellent source.

Might I also suggest, not to limit yourself to "a book or just books." In the aftermath of Sub prime crisis and EU debt crisis, ECB, FED, BIS have made Systemic Risk as their priority research area. So you will see many articles on Systemic risk.
While preparing a phd research proposal on Bank Activities and Systemic Risk, believe it or not I came across some of the best empirical research articles which helped me in understanding Systemic risk.
To sum up, just keep yourself abreast with ongoing research in the area, too.

Disclosure- Neither am I a risk practitioner nor an authority on Systemic Risk. I am prospective MFE student.
 
I've been reading Ludwig Chincarini's "The Crisis of Crowding" which covers a number of financial meltdowns. Chincarini is the co-author of Quantitative Portfolio Mangagement. For the 2008 crisis I recommend Gillian Tett's book "Fools Gold" which has a good history and evolution of the financial instruments that were mis-used to create the financial crisis.
 
Back
Top