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Agent-based modeling 1 Agent-based modelling 1 Agentenbasierte Modellierung 1 Ansteckungseffekt 1 Bank liquidity 1 Bank risk 1 Bankenkrise 1 Bankenliquidität 1 Banking crisis 1 Bankrisiko 1 Complexity 1 Contagion 1 Contagion effect 1 Credit risk 1 Financial crisis 1 Financial supervision 1 Finanzkrise 1 Finanzmarktaufsicht 1 Geldmarkt 1 Interbank market 1 Interbankenmarkt 1 Kreditrisiko 1 Macroprudential policy 1 Money market 1 Systemic risk 1 Systemrisiko 1 Theorie 1 Theory 1
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Arendarski, P. 1 Gubiec, T. 1 Ochnicki, P. 1 Smaga, P. 1 Wiliński, M. 1
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Quantitative finance 1
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Can banks default overnight? : modelling endogenous contagion on the O/N interbank market
Smaga, P.; Wiliński, M.; Ochnicki, P.; Arendarski, P.; … - In: Quantitative finance 18 (2018) 11, pp. 1815-1829
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