Centrality-based Capital Allocations /
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses. Using...
| Autor Principal: | Alter, Adrian |
|---|---|
| Outros autores: | Craig, Ben, Raupach, Peter |
| Formato: | Revista |
| Idioma: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2014.
|
| Series: | IMF Working Papers; Working Paper ;
No. 2014/237 |
| Acceso en liña: | Full text available on IMF |
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