The Topology of Central Counterparty Clearing Networks and Network Stability

DOI10.1080/15326349.2014.868731zbMath1287.91150MaRDI QIDQ5413853

Jonathan A. Jones, Rui Song, Richard B. Sowers

Publication date: 2 May 2014

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2014.868731

zbMATH Keywords

clearing; network analysis; large deviations theory; systemic risk; central counterparty

Mathematics Subject Classification ID

60F10: Large deviations

91G80: Financial applications of other theories

91G20: Derivative securities (option pricing, hedging, etc.)

91G99: Actuarial science and mathematical finance