The impact of Basel III on financial (in)stability: an agent-based credit network approach
From MaRDI portal
Publication:4683107
DOI10.1080/14697688.2014.999701zbMath1398.91709OpenAlexW2072833482MaRDI QIDQ4683107
Hans-Werner Wohltmann, Sebastian Krug, Matthias Lengnick
Publication date: 19 September 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/104966
agent-based computational economicsfinancial instabilityBasel IIImacroprudential regulationbanking supervisionliquidity coverage ratio
Related Items (4)
Can bank-specific variables predict contagion effects? ⋮ Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes ⋮ Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market ⋮ The impacts of interest rates on banks' loan portfolio risk-taking
Cites Work
This page was built for publication: The impact of Basel III on financial (in)stability: an agent-based credit network approach