Coverart for item
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

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
Creator
Author
Subject
Genre
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
Member of
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
Instantiates
Publication
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
Publication
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

Library Locations

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      32.771471 -117.187496
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