Resolving a clearing member's default a Radner equilibrium approach (Q7005041)
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scientific article; zbMATH DE number 8019807
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Resolving a clearing member's default a Radner equilibrium approach |
scientific article; zbMATH DE number 8019807 |
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Resolving a clearing member's default a Radner equilibrium approach (English)
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2 April 2025
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financial markets
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exchanges
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central counterparties (CCPs)
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default resolution
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Radner equilibrium
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price impact
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entropic risk measure
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expected shortfall
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hedging
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auctioning
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liquidation
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market risk
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credit risk
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valuation adjustments (XVA)
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