Models of systemic risk in financial markets

<p>This thesis studies systemic risk in financial markets and how it emerges through dynamical and structural amplification mechanisms.</p> <p>In part (1) I study the dynamics and control of Basel leverage cycles. For this I develop a simple model of a financial system consisting o...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Aymanns, C
Muut tekijät: Farmer, J
Aineistotyyppi: Opinnäyte
Julkaistu: 2015