Impact of contingent payments on systemic risk in financial networks

Author:

Banerjee Tathagata,Feinstein ZacharyORCID

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Reference43 articles.

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3. Amini, H., Filipović, D., Minca, A.: Systemic risk with central counterparty clearing. Swiss Finance Institute Research Paper No. 13-34, Swiss Finance Institute (2015)

4. Amini, H., Filipović, D., Minca, Andreea: Uniqueness of equilibrium in a payment system with liquidation costs. Oper. Res. Lett. 44(1), 1–5 (2016)

5. Awiszus, K., Weber, S.: The joint impact of bankruptcy costs, cross-holdings and fire sales on systemic risk in financial networks. Probab. Uncertain. Quant. Risk 2(9), 1–38 (2017)

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