Macroprudential capital buffers in heterogeneous banking networks : insights from an ABM with liquidity crises
Andrea Gurgone and Giulia Iori
| Year of publication: |
2022
|
|---|---|
| Authors: | Gurgone, Andrea ; Iori, Giulia |
| Subject: | Agent-based model | capital buffers | capital requirements | financial networks | macroprudential policy | systemic risk | Finanzmarktaufsicht | Financial supervision | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity | Systemrisiko | Systemic risk | Agentenbasierte Modellierung | Agent-based modeling | Kreditrisiko | Credit risk | Bankenkrise | Banking crisis | Kapitalbedarf | Capital requirements | Theorie | Theory | Finanzkrise | Financial crisis | Bankrisiko | Bank risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1976664 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013532227