A Statistical Mechanics Approach to Systemic Risk under Bilateral Netting Agreements
Author:
Publisher
Elsevier BV
Reference39 articles.
1. Systemic risk and stability in financial networks;Daron Acemoglu;American Economic Review,2015
2. Shock amplification in financial networks with applications to the CCP feasibility;Dohyun Ahn;Quantitative Finance,2020
3. Resilience to contagion in financial networks;Hamed Amini;Mathematical Finance,2016
4. To fully net or not to net : adverse effects of partial multilateral netting;Hamed Amini;Operations Research,2016
5. Filling in the blanks: network structure and interbank contagion;Kartik Anand;Quantitative Finance,2015
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