Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
Year of publication: |
April 2017
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Authors: | Poledna, Sebastian ; Bochmann, Olaf ; Thurner, Stefan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 77.2017, p. 230-246
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Subject: | Basel III | Systemic risk | Resilience | Agent-based modeling | DebtRank | Banking regulation | Systemrisiko | Basler Akkord | Basel Accord | Agentenbasierte Modellierung | Finanzkrise | Financial crisis | Bankenregulierung | Bank regulation | Bankrisiko | Bank risk | Finanzmarktregulierung | Financial market regulation | Welt | World |
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