Systemic Risk in Networks with a Central Node (Q5112531): Difference between revisions

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+To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
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+Uniqueness of equilibrium in a payment system with liquidation costs
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+Central Clearing Valuation Adjustment
@@ Property / cites work: Central Clearing Valuation Adjustment / rank @@
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+Generalized quantiles as risk measures
@@ Property / cites work: Generalized quantiles as risk measures / rank @@
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+A unified approach to systemic risk measures via acceptance sets
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+Credit default swaps and systemic risk
@@ Property / cites work: Credit default swaps and systemic risk / rank @@
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+Systemic Risk in Financial Systems
@@ Property / cites work: Systemic Risk in Financial Systems / rank @@
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+Measures of Systemic Risk
@@ Property / cites work: Measures of Systemic Risk / rank @@
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+Hidden Illiquidity with Multiple Central Counterparties
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+Interbank Clearing in Financial Networks with Multiple Maturities
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+Axiomatic models of bargaining
@@ Property / cites work: Axiomatic models of bargaining / rank @@
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+The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
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+https://doi.org/10.1137/18m1184667
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+W3005470837
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+Publication:5112531