Systemic risk in markets with multiple central counterparties
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Publication:6667579
DOI10.1111/MAFI.12446MaRDI QIDQ6667579FDOQ6667579
Authors: Luitgard A. M. Veraart, Iñaki Aldasoro 
Publication date: 20 January 2025
Published in: Mathematical Finance (Search for Journal in Brave)
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Cites Work
- Networks. An introduction.
- A lattice-theoretical fixpoint theorem and its applications
- Systemic risk in financial systems
- Central clearing of OTC derivatives: bilateral vs multilateral netting
- How safe are central counterparties in credit default swap markets?
- Uniqueness of equilibrium in a payment system with liquidation costs
- Interbank clearing in financial networks with multiple maturities
- Compressing over-the-counter markets
- Impact of contingent payments on systemic risk in financial networks
- Hidden illiquidity with multiple central counterparties
- When does portfolio compression reduce systemic risk?
- Optimal network compression
- CCP auction design
Cited In (1)
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