{"title":"A Dynamic Network Model of Interbank Lending — Systemic Risk and Liquidity Provisioning","authors":"A. Capponi, Xuefen Sun, D. Yao","doi":"10.2139/ssrn.3028417","DOIUrl":null,"url":null,"abstract":"We develop a dynamic model of interbank borrowing and lending activities in which banks are organized into clusters, and adjust their monetary reserve levels to meet prescribed capital requirements...","PeriodicalId":406666,"journal":{"name":"Applied Computing eJournal","volume":"109 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"8","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Computing eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3028417","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 8
Abstract
We develop a dynamic model of interbank borrowing and lending activities in which banks are organized into clusters, and adjust their monetary reserve levels to meet prescribed capital requirements...
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