Leverage-induced systemic risk under Basle II and other credit risk policies
Sebastian Poledna; Stefan Thurner; J. Doyne Farmer; John Geanakoplos
| Year of publication: |
2014
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|---|---|
| Authors: | Poledna, Sebastian ; Thurner, Stefan ; Farmer, J. Doyne ; Geanakoplos, John |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 42.2014, p. 199-212
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| Subject: | Leverage | Basle II | Systemic risk | Credit risk | Agent based model | Banking regulation | Kreditrisiko | Systemrisiko | Theorie | Theory | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Bankenregulierung | Bank regulation | Finanzkrise | Financial crisis | Agentenbasierte Modellierung | Agent-based modeling | Risikomaß | Risk measure | Kapitalstruktur | Capital structure | Risikomanagement | Risk management | Bankenaufsicht | Banking supervision |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010408397