Agent-based modeling of systemic risk in the European banking sector

Author:

Teply PetrORCID,Klinger Tomas

Funder

Vysoká Škola Ekonomická v Praze

Grantová Agentura České Republiky

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Business and International Management

Reference57 articles.

1. Allen F, Carletti E (2013) What is systemic risk? J Money Credit Bank 45:121–127

2. Allen F, Gale D (2000) Financial contagion. J Polit Econ 108(1):1–33

3. Battiston S, Gatti D, Gallegati M, Greenwald B, Stiglitz JE (2012) Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk. J Econ Dyn Control 36:1121–1141. https://doi.org/10.1016/j.jedc.2012.04.001

4. BCBS (2009) Guide to the international financial statistics. Basel Committee on Banking Supervision http://www.bis.org/statistics/intfinstatsguide.pdf . Accessed 1 May 2017

5. BCBS (2013a) Supervisory framework for measuring and controlling large exposures. Consultative document. Basel Committee on Banking Supervision. http://www.bis.org/publ/bcbs246.pdf . Accessed 11 Jan 2018

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