ABBA : An Agent-Based Model of the Banking System /

A thorough analysis of risks in the banking system requires incorporating banks' inherent heterogeneity and adaptive behavior in response to shocks and changes in business conditions and the regulatory environment. ABBA is an agent-based model for analyzing risks in the banking system in which...

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Detalhes bibliográficos
Autor principal: Chan-Lau, Jorge
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2017.
coleção:IMF Working Papers; Working Paper ; No. 2017/136
Acesso em linha:Full text available on IMF