The Resource ABBA : an Agent-Based Model of the Banking System., by Jorge A Chan-Lau
ABBA : an Agent-Based Model of the Banking System., by Jorge A Chan-Lau
Resource Information
The item ABBA : an Agent-Based Model of the Banking System., by Jorge A Chan-Lau represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of San Diego Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item ABBA : an Agent-Based Model of the Banking System., by Jorge A Chan-Lau represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of San Diego Libraries.
This item is available to borrow from 1 library branch.
- Summary
- 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
- Language
- eng
- Extent
- 1 online resource (33 pages)
- Isbn
- 9781484304242
- Label
- ABBA : an Agent-Based Model of the Banking System.
- Title
- ABBA
- Title remainder
- an Agent-Based Model of the Banking System.
- Statement of responsibility
- by Jorge A Chan-Lau
- Language
- eng
- Summary
- 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
- Cataloging source
- OTZ
- http://bibfra.me/vocab/lite/collectionName
- IMF eLibrary
- http://library.link/vocab/creatorName
- Chan-Lau, Jorge A
- Government publication
- international or intergovernmental publication
- Index
- no index present
- Literary form
- non fiction
- Nature of contents
- dictionaries
- Series statement
- IMF Working Paper,
- Series volume
- WP/17/136
- http://library.link/vocab/subjectName
-
- Capital And Ownership Structure
- Government Policy And Regulation
- Banking Systems
- Other Depository Institutions
- All Countries
- Label
- ABBA : an Agent-Based Model of the Banking System., by Jorge A Chan-Lau
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Control code
- 1055824148
- Dimensions
- unknown
- Extent
- 1 online resource (33 pages)
- Form of item
- online
- Isbn
- 9781484304242
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.5089/9781484300688.001
- http://library.link/vocab/ext/overdrive/overdriveId
- 1017603
- Specific material designation
- remote
- System control number
-
- imfWPIEA2017136
- (IMF)WPIEA2017136
- (OCoLC)1055824148
- Label
- ABBA : an Agent-Based Model of the Banking System., by Jorge A Chan-Lau
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Control code
- 1055824148
- Dimensions
- unknown
- Extent
- 1 online resource (33 pages)
- Form of item
- online
- Isbn
- 9781484304242
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.5089/9781484300688.001
- http://library.link/vocab/ext/overdrive/overdriveId
- 1017603
- Specific material designation
- remote
- System control number
-
- imfWPIEA2017136
- (IMF)WPIEA2017136
- (OCoLC)1055824148
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.sandiego.edu/portal/ABBA--an-Agent-Based-Model-of-the-Banking/_OyzAllriEw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.sandiego.edu/portal/ABBA--an-Agent-Based-Model-of-the-Banking/_OyzAllriEw/">ABBA : an Agent-Based Model of the Banking System., by Jorge A Chan-Lau</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.sandiego.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.sandiego.edu/">University of San Diego Libraries</a></span></span></span></span></div>
