Countercyclical capital buffers, bank concentration and macrofinancial stability in an agent-based macro-financial framework

DOI10.1142/S021952592240001XMaRDI QIDQ6497620

Christian R. Proaño, Michael Neuner, Alberto Russo

Publication date: 6 May 2024

Published in: Advances in Complex Systems (Search for Journal in Brave)

zbMATH Keywords

agent-based modelingfinancial stabilitymacroprudential policyfinancial regulationcredit networkbank market structure

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• The financial accelerator in an evolving credit network
• Leveraged network-based financial accelerator
• \textit{Post-mortem} examination of the international financial network
• Agent based-stock flow consistent macroeconomics: towards a benchmark model
• Prospect Theory Behavioral Assumptions in an Artificial Financial Economy
• BUSINESS CYCLE FLUCTUATIONS AND FIRMS' SIZE DISTRIBUTION DYNAMICS

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