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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Bibliographic Details
Main Author: Chan-Lau, Jorge
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2017.
Series:IMF Working Papers; Working Paper ; No. 2017/136
Online Access:Full text available on IMF

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