Autonomously Interacting Banks
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References listed on IDEAS
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More about this item
Keywordsbank regulation; BIS capital adequacy requirements; Basel II; Basel III; leverage ratio; default rate; systemic stability; fire sales; contagion; autonomous agents; simulation;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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