The application of macroprudential capital requirements in managing systemic risk

DOI10.1155/2018/4012163zbMath1390.91340OpenAlexW2784410737MaRDI QIDQ1646471

Chirongo Moses Keregero, Howard Fan, Qian-Qian Gao

Publication date: 25 June 2018

Published in: Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/4012163

zbMATH Keywords

financial stabilitymacroprudential regulationrisk of the banking system

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)

Cites Work

• Unnamed Item
• Overlapping portfolios, contagion, and financial stability
• Emergence of a core-periphery structure in a simple dynamic model of the interbank market
• Systemic Risk in Financial Systems
• Contagion in financial networks
• Filling in the blanks: network structure and interbank contagion

This page was built for publication: The application of macroprudential capital requirements in managing systemic risk