Multi-Agent Liquidity Risk Management in an Interbank Net Settlement System

BadiĆ¢a Hedjazi, Mohamed Ahmed-Nacer, Samir Aknine, Karima Benatchba. Multi-Agent Liquidity Risk Management in an Interbank Net Settlement System. In Runhe Huang, Ali A. Ghorbani, Gabriella Pasi, Takahira Yamaguchi, Neil Y. Yen, Beijing Jin, editors, Active Media Technology - 8th International Conference, AMT 2012, Macau, China, December 4-7, 2012. Proceedings. Volume 7669 of Lecture Notes in Computer Science, pages 103-114, Springer, 2012. [doi]

Abstract

Abstract is missing.