Pages that link to "Item:Q3178763"
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The following pages link to Hidden Illiquidity with Multiple Central Counterparties (Q3178763):
Displaying 15 items.
- Credit default swaps and systemic risk (Q513095) (← links)
- How safe are central counterparties in credit default swap markets? (Q829207) (← links)
- Simulating liquidity stress in the derivatives market (Q2054815) (← links)
- Systemic risk and optimal fee for central clearing counterparty under partial netting (Q2417156) (← links)
- Counterparty risk externality: centralized versus over-the-counter markets (Q2434345) (← links)
- Preface to the Special Issue on Systemic Risk: Models and Mechanisms (Q3178756) (← links)
- To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting (Q3178762) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing (Q5014250) (← links)
- Compressing Over-the-Counter Markets (Q5031652) (← links)
- Star-Shaped Risk Measures (Q5058029) (← links)
- Systemic Risk in Networks with a Central Node (Q5112531) (← links)
- Counter-cyclical margins for option portfolios (Q6106639) (← links)
- Optimal network compression (Q6106794) (← links)
- Systemic risk in markets with multiple central counterparties (Q6667579) (← links)