Debt Swapping for Risk Mitigation in Financial Networks
Author:
Affiliation:
1. ETH Zürich, Zürich, Switzerland
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3465456.3467638
Reference26 articles.
1. Systemic Risk and Stability in Financial Networks
2. To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
3. Decentralized Clearing in Financial Networks
4. Systemic risk and optimal fee for central clearing counterparty under partial netting
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