Centrality-based Capital Allocations /
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses. Using...
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| 其他作者: | , |
| 格式: | 杂志 |
| 语言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2014.
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| 丛编: | IMF Working Papers; Working Paper ;
No. 2014/237 |
| 在线阅读: | Full text available on IMF |