Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation

Maria Ermolova, Andrey Leonidov, Vladimir Nechitailo, Henry Penikas, Nikolay Pilnik, Ekaterina Serebryannikova. Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation. J. Simulation, 15(1-2):82-92, 2021. [doi]

Abstract

Abstract is missing.