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Abba: An Agent-Based Model of the Banking System

Jorge A Mr Chan-Lau
4.9/5 (34840 ratings)
Read Now Download Now ⏭ listen AudioBook
Description: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 banks' business decisions drive the endogenous formation of interbank networks. ABBA allows for a rich menu of banks' decisions, contingent on banks' balance sheet and capital position, including dividend payment rules, credit expansion, and dynamic balance sheet adjustment via risk-weight optimization. The platform serves to illustrate the effect of changes on regulatory requirements on solvency, liquidity, and interconnectedness risk. It could also constitute a basic building block for further development of large, bottom-up agent-based macro-financial models.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Abba: An Agent-Based Model of the Banking System. To get started finding Abba: An Agent-Based Model of the Banking System, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
—
Format
PDF, EPUB & Kindle Edition
Publisher
International Monetary Fund
Release
2017
ISBN
1484304241

Abba: An Agent-Based Model of the Banking System

Jorge A Mr Chan-Lau
4.4/5 (1290744 ratings)
Read Now Download now ⏭ listen AudioBook
Description: 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 banks' business decisions drive the endogenous formation of interbank networks. ABBA allows for a rich menu of banks' decisions, contingent on banks' balance sheet and capital position, including dividend payment rules, credit expansion, and dynamic balance sheet adjustment via risk-weight optimization. The platform serves to illustrate the effect of changes on regulatory requirements on solvency, liquidity, and interconnectedness risk. It could also constitute a basic building block for further development of large, bottom-up agent-based macro-financial models.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Abba: An Agent-Based Model of the Banking System. To get started finding Abba: An Agent-Based Model of the Banking System, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
—
Format
PDF, EPUB & Kindle Edition
Publisher
International Monetary Fund
Release
2017
ISBN
1484304241

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