Macroprudential capital buffers in heterogeneous banking networks : insights from an ABM with liquidity crises
Andrea Gurgone and Giulia Iori
| Year of publication: |
2022
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|---|---|
| Authors: | Gurgone, Andrea ; Iori, Giulia |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 28.2022, 13/15, p. 1399-1445
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| Subject: | Agent-based model | capital buffers | capital requirements | financial networks | macroprudential policy | systemic risk | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity | Finanzmarktaufsicht | Financial supervision | Systemrisiko | Systemic risk | Agentenbasierte Modellierung | Agent-based modeling | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Unternehmensnetzwerk | Business network | Bankenkrise | Banking crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1976664 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013532227