A Multi-agent Methodology to Assess the Effectiveness of Systemic Risk-Adjusted Capital Requirements
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-52970-3_8
Reference33 articles.
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3. Alter, A., Craig, B., & Raupach, P. (2014). Centrality-based capital allocations and bailout funds. International Journal of Central Banking (Forthcoming).
4. Bardoscia, M., Battiston, S., Caccioli, F., & Caldarelli, G. (2015). DebtRank: A microscopic foundation for shock propagation. PloS ONE, 10(6), e0130406.
5. Bardoscia, M., Caccioli, F., Perotti, J. I., Vivaldo, G., & Caldarelli, G. (2016). Distress propagation in complex networks: The case of non-linear DebtRank. PloS ONE, 11(10), e0163825.
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