Financial fragility and credit risk: a simulation model

DOI10.1016/j.cnsns.2022.106879zbMath1501.91171OpenAlexW4297839634MaRDI QIDQ2094492

Mariacristina Uberti, Alessia Cafferata, Simone Casellina, Simone Landini

Publication date: 28 October 2022

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2022.106879

zbMATH Keywords

credit riskagent-based modelfinancial instabilityMinsky

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

• The financial instability hypothesis: a stochastic microfoundation framework
• Credit risk migration rates modeling as open systems: a micro-simulation approach

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