Bringing together the work of leading academic researchers, central bankers, and other financial market experts, Risk Topography explores ideas on advancing measurement and
macroeconomic modeling to face these challenges. This book is particularly focused on measures that highlight vulnerabilities that make the economy susceptible to adverse feedback loops,
liquidity spirals and perilous mechanisms. While these types of vulnerabilities have often been identified, they have not been systematically measured. Chapters also address how policymakers
should think about measurement of a financial world of increasing complexity and uncertainty, and what the tradeoffs are in making measured data public. Additionally, the book offers explicit
measurement strategies that can be implemented either immediately or very soon. Risk Topography will be an invaluable resource for regulators working to improve current measurement
systems, as well as academics that plan to conceptualize effective measurement.
