A Dynamic System for Instabilities Prediction

Mohamed Amine Issami ()
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Mohamed Amine Issami: Groupe ISCAE

A chapter in ICT for an Inclusive World, 2020, pp 591-601 from Springer

Abstract: Abstract Targeting financial stability has become an important matter for central banks. This objective has considerable impacts on growth and reinforces the economic structure. During the last decades, the financial environment has suffered from different forms of instabilities. Turbulences, crashes, and bubbles are occuring frequently. The ability of modern economies to absorb shocks is questionned since their vulnerability is increasing. This situation is due mainly to the contraction of business cycles, fragility of financial institutions, and corporate debt. Within this scope, volatility clustering in the financial markets has been consistently observed. This paper aims to develop a dynamic system able to detect instantly different instabilities using ABM models. It consists of implementing a strategy-based prevention holistic and integrated.

Keywords: Agent-based models; Financial stability; Holistic perspective; Integrated mode; Prudential regulation; Safety nets; Central authority; Strategy-based prevention (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnichp:978-3-030-34269-2_41

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DOI: 10.1007/978-3-030-34269-2_41

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