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
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+Generalized quantiles as risk measures
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+A unified approach to systemic risk measures via acceptance sets
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+Credit default swaps and systemic risk
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+Systemic Risk in Financial Systems
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+Measures of Systemic Risk
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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
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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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