Simulating fire sales in a system of banks and asset managers
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More about this item
Keywordsagent-based model; asset managers; contagion; fire sales; systemic risk;
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2020-03-02 (Banking)
- NEP-CMP-2020-03-02 (Computational Economics)
- NEP-HME-2020-03-02 (Heterodox Microeconomics)
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