Showing 1 - 10 of 255
We demonstrate how the introduction of liability-side feedbacks affects the properties of a quantitative model of systemic risk. The model is known as RAMSI and is still in its development phase. It is based on detailed balance sheets for UK banks and encompasses macro-credit risk, interest and...
Persistent link: https://www.econbiz.de/10013095842
Persistent link: https://www.econbiz.de/10004036613
Persistent link: https://www.econbiz.de/10001515777
Persistent link: https://www.econbiz.de/10001518516
Persistent link: https://www.econbiz.de/10001444728
Persistent link: https://www.econbiz.de/10001491839
Persistent link: https://www.econbiz.de/10000720271
Persistent link: https://www.econbiz.de/10000723409
Persistent link: https://www.econbiz.de/10000693621
Persistent link: https://www.econbiz.de/10000670959