Two axiomatizations of the pairwise netting proportional rule in financial networks (Q6931769)
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scientific article; zbMATH DE number 8091669
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| default for all languages | No label defined |
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| English | Two axiomatizations of the pairwise netting proportional rule in financial networks |
scientific article; zbMATH DE number 8091669 |
Statements
Two axiomatizations of the pairwise netting proportional rule in financial networks (English)
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10 September 2025
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interfaces with other disciplines
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financial networks
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systemic risk
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portfolio compression
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clearing
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