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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Dades bibliogràfiques
Autor principal: Chan-Lau, Jorge
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2017.
Col·lecció:IMF Working Papers; Working Paper ; No. 2017/136
Accés en línia:Full text available on IMF