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原文連結
論文資訊
- 類型：已發表論文
- 日期：2017-03-03
摘要
In addition to constraining bilateral exposures of financial institutions, there exist essentially two options for future financial regulation of systemic risk: First, regulation could attempt to reduce the financial fragility of global or domestic systemically important financial institutions (G-SIBS or D-SIBs), as for instance proposed by Basel III. Second, it could focus on strengthening the financial system as a whole by reducing the probability of large-scale cascading events. This can be achieved by re-shaping the topology of financial 網絡s. We use an 智能體-based model of a financial system and the real economy to study and compare the consequences of these two options. By conducting three computer experiments with the 智能體-based model we find that re-shaping financial 網絡s is more effect
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