G2TT

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To bail-out or to bail-in? Answers from an agent-based model. 智库出版物
2015
作者:  Klimek P;  Poledna S;  Farmer JD;  Thurner S
Adobe PDF(1309Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/18
Agent-based model  Bail-in  Bail-out  Crisis resolution  
Leverage-induced systemic risk under Basle II and other credit risk policies. 智库出版物
2014
作者:  Poledna S;  Thurner S;  Farmer JD;  Geanakoplos J
Adobe PDF(1268Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Leverage  Basle II  Systemic risk  Credit risk  Agent based model  Banking regulation  
Leverage causes fat tails and clustered volatility. 智库出版物
2012
作者:  Thurner S;  Farmer JD;  Geanakoplos J
收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Clustered vulnerability  Crash  Fat tails  Leverage  Margin calls  Systemic risk