Counterparty risk, central counterparty clearing and aggregate risk
type: Item
instance of: scholarly article
title: Counterparty risk, central counterparty clearing and aggregate risk
zbMATH Open document ID: 1411.91551
author: Binbin Deng
published in: Annals of Finance
publication date: 2017-11-30T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6814132
zbMATH Keywords: counterparty risk
zbMATH Keywords: aggregate risk
zbMATH Keywords: central counterparty (CCP) clearing
zbMATH Keywords: optimal risk-sharing
zbMATH Keywords: search and moral hazard
MaRDI profile type: Publication
full work available at URL: s10436-017-0308-x
OpenAlex ID: W2758224464
cites work: Counterparty risk externality: centralized versus over-the-counter markets
DOI: 10.1007/S10436-017-0308-X
description: scientific article; zbMATH DE number 6814132