To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting-Reference-Cited by-同舟云学术

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To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting

Published:2016-10 Issue:5 Volume:64 Page:1135-1142
ISSN:0030-364X
Container-title:Operations Research
language:en
Short-container-title:Operations Research

Author:

Amini Hamed,Filipović Damir,Minca Andreea

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

Link

https://pubsonline.informs.org/doi/pdf/10.1287/opre.2015.1414

Reference13 articles.

1. Mathematical Modeling of Systemic Risk

2. Amini H, Filipović D, Minca A (2014) Systemic risk and central clearing counterparty design. Swiss Finance Institute Research Paper 13–34, http://ssrn.com/abstract=2275376.

3. Chen C, Iyengar G, Moallemi CC (2014) Asset-based contagion models for systemic risk. Working paper, Columbia University, New York.

4. Liquidity Risk and Contagion

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