Computational Economics: Heterogeneous Agent Modeling

Chapter 6

Models of Financial Stability and Their Application in Stress Tests^✶

Christoph Aymanns^⁎; J. Doyne Farmer^{†,‡,§,¶,1}; Alissa M. Kleinnijenhuis^†,‡,∥; Thom Wetzer^{†,∥,⁎⁎    ⁎}Swiss Institute of Banking and Finance, University of St. Gallen, St. Gallen, Switzerland^†Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, Oxford, United Kingdom^‡Mathematical Institute, University of Oxford, Oxford, United Kingdom^§Department of Computer Science, University of Oxford, Oxford, United Kingdom^¶Santa-Fe Institute, Santa Fe, NM, United States^∥Oxford-Man Institute of Quantitative Finance, University of Oxford, Oxford, United Kingdom^⁎⁎Faculty of Law, University of Oxford, Oxford, United Kingdom¹Corresponding author. email ...