{"title":"银行同业拆借动态网络模型——系统性风险与流动性供给","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":"{\"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}","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}
A Dynamic Network Model of Interbank Lending — Systemic Risk and Liquidity Provisioning
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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