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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/10003884713
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
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The Persian connection, 1801-1828 -- The summons to play, 1828-1830 -- A mirage in Central Asia, 1830-1833 -- The road to Bokhara, 1833-1834 -- The great concession at Baghdad, 1828-1832 -- The end of the Persian connection, 1828-1832 -- The eastern crisis, 1832-1833 -- Towards the Euphrates...
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