Browsing ECO_Articles by Author "fb9875dc-0f28-4c59-a813-a68e76e23d12"

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    • openAccess   Systemic financial risk indicators and securitised assets: an agent-based framework 

      Mazzocchetti, Andrea; Lauretta, Eliana; Raberto, Marco; Teglio, Andrea; Cincotti, Silvano Springer (2019-09-04)
      The paper presents an agent-based model of a credit economy which includes a securitisation process and a bailout mechanism for bank bankruptcies. Within this framework, banks are able to sell mortgages to a financial ...