A multi-agent methodology to assess the effectiveness of alternative systemic-risk adjusted capital requirements
Published in Dynamic Analysis in Complex Economic Environments - Essays in Honor of Christophe Deissenberg, 2020
Book chapter. Macroprudential capital requirements based on market and network based measures of systemic-risk are compared in a macro agent-based-model with the financial and real sectors.
Recommended citation: Gurgone, A., Iori, G. (2021). “A multi-agent methodology to assess the effectiveness of alternative systemic-risk adjusted capital requirements”, Herbert Dawid and Jasmina Arifovic (eds.) Dynamic Analysis in Complex Economic Environments: Essays in Honor of Christophe Deissenberg, Springer.