Leverage-induced systemic risk under Basle II and other credit risk policies
Year of publication: |
2014
|
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Authors: | Poledna, Sebastian ; Thurner, Stefan ; Farmer, J. Doyne ; Geanakoplos, John |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 42.2014, p. 199-212
|
Subject: | Leverage | Basle II | Systemic risk | Credit risk | Agent based model | Banking regulation | Theorie | Theory | Kreditrisiko | Systemrisiko | Finanzkrise | Financial crisis | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Agentenbasierte Modellierung | Agent-based modeling | Risikomaß | Risk measure |
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