ListarECO_Articles por tema "securitisation"
Mostrando ítems 1-1 de 1
-
Systemic financial risk indicators and securitised assets: an agent-based framework
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 ...