Susanna Calimani

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

22

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Simulating Fire Sales in a System of Banks and Asset Managers

ECB Working Paper No. 2373
Number of pages: 61 Posted: 20 Feb 2020
Susanna Calimani, Grzegorz Hałaj and Dawid Żochowski
European Central Bank (ECB), Government of Canada - Bank of Canada and European Central Bank
Downloads 17 (657,097)

Abstract:

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agent-based model, asset managers, contagion, fire sales, systemic risk

2.

Simulating Fire-Sales in a Banking and Shadow Banking System

ESRB: Working Paper Series No. 2017/46
Number of pages: 27 Posted: 05 Nov 2020
Susanna Calimani, Grzegorz Hałaj and Dawid Żochowski
European Central Bank (ECB), Government of Canada - Bank of Canada and European Central Bank
Downloads 5 (749,887)
Citation 1

Abstract:

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agent based model, asset managers, contagion, fire sales, systemic risk