IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-030-78814-8_9.html
   My bibliography  Save this book chapter

BSDS—Balance Sheet Dynamics Simulator (Application ABM)

In: The Digital Journey of Banking and Insurance, Volume I

Author

Listed:
  • Volker Liermann

    (ifb SE)

  • Harro Dittmar

    (ifb SE)

Abstract

Disrupting events like COVID-19, climate change or new competitors (e.g., GAFAM) can permanently change the structure of a bank’s balance sheet and the bank’s risk profile. Agent-based modeling (ABM) is a versatile, interdisciplinary bottom-up approach that can be used to consider such effects in dynamic simulations of the balance sheet development. The authors present a concept for an agent-based model that simulates the effects of macroeconomic scenarios and competitive boundaries on the balance sheet dynamics of banks. An implementation of such a model could be used to explore stylized balance sheet developments over time and thereby provide a valuable planning tool for qualitative and quantitative risk management.

Suggested Citation

  • Volker Liermann & Harro Dittmar, 2021. "BSDS—Balance Sheet Dynamics Simulator (Application ABM)," Springer Books, in: Volker Liermann & Claus Stegmann (ed.), The Digital Journey of Banking and Insurance, Volume I, edition 1, pages 137-159, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-78814-8_9
    DOI: 10.1007/978-3-030-78814-8_9
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-030-78814-8_9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.