Riccetti, Luca; Russo, Alberto; Mauro, Gallegati - Volkswirtschaftliche Fakultät, … - 2013
Starting from the agent-based decentralized matching macroeconomic model proposed in Riccetti et al. (2012), we explore … the effects of banking regulation on macroeconomic dynamics. In particular, we study the overall credit exposure and the … lending concentration towards a single counterparty, finding that the portfolio composition seems to be more relevant than the …