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MATLAB Code for "A crisis of confidence: The counterparty-liquidity risk nexus in an agent-based network model of the interbank market" by N.K. Scholtes (2017)

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Name		Name	Last commit message	Last commit date
Latest commit History 19 Commits
Logs		Logs
LICENSE		LICENSE
Periodsummary.m		Periodsummary.m
Phase0.m		Phase0.m
Phase1.m		Phase1.m
Phase2.m		Phase2.m
Phase3.m		Phase3.m
README.md		README.md
Results_IBM.m		Results_IBM.m
Results_balancesheet.m		Results_balancesheet.m
Results_failures.m		Results_failures.m
Results_securitiesmarket.m		Results_securitiesmarket.m
abmresults.m		abmresults.m
assortativity_bin.m		assortativity_bin.m
charpath.m		charpath.m
chkdirected.m		chkdirected.m
chksymmetry.m		chksymmetry.m
confplot.m		confplot.m
csvwrite_alt.m		csvwrite_alt.m
dataoutput.m		dataoutput.m
degrees_und.m		degrees_und.m
density_und.m		density_und.m
distance_bin.m		distance_bin.m
housekeeping.m		housekeeping.m
lnbin.m		lnbin.m
minimum_degree.m		minimum_degree.m
myprint.m		myprint.m
netgen.m		netgen.m
network.mat		network.mat
network_final.mat		network_final.mat
opnet.m		opnet.m
output_crisis_CB_FRFA_16-Dec-2017.mat		output_crisis_CB_FRFA_16-Dec-2017.mat
simcollect.m		simcollect.m
siminitialize.m		siminitialize.m
tightfig.m		tightfig.m
topsim.m		topsim.m
viewnetworks.m		viewnetworks.m

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Confidence-Crises

MATLAB Code for ABM paper

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MATLAB Code for "A crisis of confidence: The counterparty-liquidity risk nexus in an agent-based network model of the interbank market" by N.K. Scholtes (2017)

agent-based-modeling network-analysis interbank-networks financial-stability

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