Mastrangeli, Giuseppe: A normative approach to the stability of interbank and banks-firms systems by means of a multi-agent model. 2014
Inhalt
- Contents
- 1 Introduction to the Topic
- 2 The Model
- 2.1 Firms
- 2.2 Bank-Firm Exchange of Money
- 2.3 Partners
- 2.4 Theoretic Cash Flow at the End of Month for Banks and Firms
- 2.5 Net Value of Firms
- 2.6 Net Value of Banks
- 2.7 Parameters
- 2.8 Algorithm Implementation
- 3 Maximization of the Stability of the Interbank System
- 3.1 Financial Stability
- 3.2 Interbank Network Formation
- 3.3 Instability Index of the System
- 3.4 Results
- 4 Maximization of the Stability of the Bank-Firm System
- 5 Analysis of results, Conclusion and Future Development
- 6 Appendix: Network Analysis
- Bibliography