Can banks default overnight? : modelling endogenous contagion on the O/N interbank market
Year of publication: |
2018
|
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Authors: | Smaga, P. ; Wiliński, M. ; Ochnicki, P. ; Arendarski, P. ; Gubiec, T. |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 11, p. 1815-1829
|
Subject: | Agent-based modelling | Complexity | Contagion | Macroprudential policy | Systemic risk | Ansteckungseffekt | Contagion effect | Theorie | Theory | Geldmarkt | Money market | Finanzkrise | Financial crisis | Agentenbasierte Modellierung | Agent-based modeling | Systemrisiko | Finanzmarktaufsicht | Financial supervision | Bankrisiko | Bank risk | Interbankenmarkt | Interbank market | Bankenliquidität | Bank liquidity | Kreditrisiko | Credit risk |
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