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Credit Rationing in a Basic Agent-Based Model

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Author Info
Guido Fioretti (University of Bologna)
Abstract

A simple agent-based model of business units lending money to one another is sufficient to understand on what conditions avalanches of bankruptcies may arise. The model highlights the consequences of specialisation into money lending as well as the impact of preferential lending relations.

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File URL: http://129.3.20.41/eps/fin/papers/0505/0505002.pdf
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Publisher Info
Paper provided by EconWPA in its series Finance with number 0505002.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 15 pages
Date of creation: 03 May 2005
Date of revision:
Handle: RePEc:wpa:wuwpfi:0505002

Note: Type of Document - pdf; pages: 15
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Web page: http://129.3.20.41

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Related research
Keywords: Financial Fragility; Avalanches of Bankruptcies; Agent-Based Models;

Find related papers by JEL classification:
G - Financial Economics

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Vercelli, Alessandro, 2000. "Structural financial instability and cyclical fluctuations," Structural Change and Economic Dynamics, Elsevier, vol. 11(1-2), pages 139-156, July. [Downloadable!] (restricted)
  2. Martin Shubik, 2001. "Money and the Monetization of Credit," Cowles Foundation Discussion Papers 1343, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  3. Serena Sordi & Alessandro Vercelli, 2003. "Financial Fragility and Economic Fluctuations: Numerical Simulations and Policy Implications," Department of Economics University of Siena 407, Department of Economics, University of Siena. [Downloadable!]
    Other versions:
  4. Nigel Gilbert & Pietro Terna, 2000. "How to build and use agent-based models in social science," Mind and Society: Cognitive Studies in Economics and Social Sciences, Fondazione Rosselli, vol. 1(1), pages 57-72, March. [Downloadable!] (restricted)
  5. Giulia Iori, 2004. "An analysis of systemic risk in alternative securities settlement architectures," Working Paper Series 404, European Central Bank. [Downloadable!]
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This page was last updated on 2009-12-13.

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