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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Bibliografski detalji
Glavni autor: Chan-Lau, Jorge
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2017.
Serija:IMF Working Papers; Working Paper ; No. 2017/136
Online pristup:Full text available on IMF