Simulating liquidity stress in the derivatives market (Q2054815)
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scientific article; zbMATH DE number 7438479
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simulating liquidity stress in the derivatives market |
scientific article; zbMATH DE number 7438479 |
Statements
Simulating liquidity stress in the derivatives market (English)
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3 December 2021
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financial networks
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systemic risk
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derivatives
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central counterparties
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0.7019057869911194
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0.6898589730262756
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0.6893967390060425
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0.6792596578598022
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0.6717454195022583
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