An agent-based approach to modelling long-term systemic risk in networks of interacting banks
The recent banking crisis has led to a spate of literature investigating the concept of systemic risk, aiming to understand the stability of specific financial systems and how contagion can spread through them following stress events. However, the primary focus of this literature has been on static...
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University of Southampton
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.736713 |