Bank Contagion Risk through Fire-Sales: A Heterogeneous Agent Model.

Xingjia Zhang Cheuk Yin Jeffrey Mo Steve Y. Yang

Published in: SSCI (2018)

Keyphrases

agent model
credit risk
risk management
situation awareness
collective decision making
agent coordination
commercial banks
bdi agents
risk assessment
high risk
risk analysis
agent based modelling
cooperative
diffusion process
risk factors
multi agent
decision making