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Systemic risk: the dynamics of model banking systems
The recent banking crises have made it clear that increasingly complex strategies for managing risk in individual banks have not been matched by corresponding attention to overall systemic risks. We explore some simple mathematical caricatures for ‘banking ecosystems’, with emphasis on the interplay...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
The Royal Society
2010
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2874231/ https://ncbi.nlm.nih.gov/pubmed/19864264 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1098/rsif.2009.0359 |
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