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Private finance --- financial institutions --- financial markets --- risk management --- investment --- corporate finance --- Finance --- Finanzas --- Funding --- Funds --- Economics --- Currency question --- Finanzas.

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Finance --- Banks and banking --- Banks and banking. --- Finance. --- Funding --- Funds --- Economics --- Currency question --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Financial institutions --- Money

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Economics --- Management --- Finance --- Economics. --- Finance. --- Management. --- Economic Theory --- Industrial relations --- Organization --- Funding --- Funds --- Currency question --- Economic theory --- Political economy --- Social sciences --- Economic man

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Financial markets are becoming increasingly complex. The financial crisis of 2008 to 2009 has demonstrated that an improved understanding of the mechanisms embedded in the market is a key requirement for the estimation of financial risk. Recently, concepts of theoretical physics, in particular concepts of complex systems, have proven to be very useful in this regard. Michael C. Münnix analyses the statistical dependencies in financial markets and develops mathematical models using concepts and methods from physics. The author focuses on aspects that played a key role in the emergence of the recent financial crisis: estimation of credit risk, dynamics of statistical dependencies, and correlations on small time-scales. He visualizes the findings for various large-scale empirical studies of market data. The results give novel insights into the mechanisms of financial markets and allow conclusions on how to reduce financial risk significantly.

Physics --- Physical Sciences & Mathematics --- Physics - General --- Economics --- Statistical physics. --- Methodology. --- Research. --- Statistical methods --- Mathematics. --- Economics, Mathematical. --- Quantitative Finance. --- Mathematical statistics --- Finance. --- Funding --- Funds --- Currency question --- Economics, Mathematical . --- Mathematical economics --- Econometrics --- Mathematics --- Methodology

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OECD Working Papers on Sovereign Borrowing and Public Debt Management provide authoritative information on technical and policy issues in the area of public debt management (PDM) and government securities markets. Studies track closely structural issues, trends and challenges in government debt policies and markets. Topics include pressing government debt policy issues such as the measurement of sovereign risk; how to contain the cost of government borrowing operations; the use of electronic systems; sovereign asset and liability management (SALM); liquidity of markets in government debt; advances in risk management; the role of derivatives in PDM; linkages between PDM and monetary policy and the role of debt managers in pricing and managing contingent liabilities. These studies are prepared for dissemination among sovereign debt managers, financial policy makers, regulators, financial market participants, rating agencies, and academics. By providing information on this highly specialised field of government activity and policy, papers aim to stimulate discussions among a wider audience as well as further analysis.

Debts, Public. --- Finance. --- OECD countries. --- Funding --- Funds --- Economics --- Currency question --- Debts, Government --- Government debts --- National debts --- Public debt --- Public debts --- Sovereign debt --- Debt --- Bonds --- Deficit financing --- OECD member countries --- Organisation for Economic Co-operation and Development countries