An Agent-Based Model of BCVA and Systemic Risk
Author:
Publisher
Springer Singapore
Link
http://link.springer.com/content/pdf/10.1007/978-981-13-8319-9_14
Reference22 articles.
1. Acemoglu D, Ozdaglar A, Tahbaz-Salehi A (2015) Systemic risk and stability in financial networks. Am Econ Rev 105(2):564–608
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3. BISb (2015) Statistical release: OTC derivatives statistics at end-June 2015. Discussion paper, Bank for International Settlements
4. Bliss RR, Kaufman GG (2004) Derivatives and systemic risk: netting, stay, and closeout, pp 1–27
5. Blume L (2013) Network formation in the presence of contagious risk. In: 12th ACM conference on electronic commerce, pp 1–23
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