Interbank Lending Decisions in An Economic Downturn: An Agent- Based Approach

@inproceedings{Koesrindartoto2011InterbankLD,
  title={Interbank Lending Decisions in An Economic Downturn: An Agent- Based Approach},
  author={Deddy Priatmodjo Koesrindartoto and Erdi Novanto},
  year={2011}
}
Interbank lending is one mechanism that can make shock, which is accepted by one bank spread to other banks (contagion). There are several researchers that focused their research on analyzing the effect of interbank lending to systemic risk. However, there is a few research that analyzed the effect of banks’ decision maker’s behavior, especially on the bank interbank lending to the systemic risk. In this research, the author creates an agent-based simulation of the banking system to analyze the… CONTINUE READING

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