A multi-agent methodology to assess the effectiveness of systemic risk-adjusted capital requirements
We propose a multi-agent approach to compare the effectiveness of macroprudential capital requirements, where banks are embedded in an artificial macroeconomy. Capital requirements are derived from alternative systemic risk metrics that reflect both the vulnerability and impact of financial institut...
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| Veröffentlicht in: | Dynamic analysis in complex economic environments |
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| Format: | UnknownFormat |
| Sprache: | eng |
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2021
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