Leverage-induced Systemic Risk under Basle II and other Credit Risk Policies

Leverage-induced Systemic Risk under Basle II and other Credit Risk Policies


Type: paper

Poledna, S., Thurner, S., Farmer, J. D., and Geanakoplos, J. (2014). ‘Leverage- induced systemic risk under Basle II and other credit risk policies’. Journal of Banking and Finance, 42: 199–212


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