An axiomatization of the pairwise netting proportional rule in financial networks
Year of publication: |
2023
|
---|---|
Authors: | Csóka, Péter ; Herings, Peter Jean-Jacques |
Publisher: |
Budapest : Hungarian Academy of Sciences, Institute of Economics, Centre for Economic and Regional Studies |
Subject: | Financial networks | systemic risk | portfolio compression | clearing | pairwise netting |
Series: | KRTK-KTI Working Papers ; KRTK-KTI WP - 2023/01 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1878582747 [GVK] hdl:10419/282222 [Handle] RePEc:has:discpr:2301 [RePEc] |
Classification: | C71 - Cooperative Games ; G10 - General Financial Markets. General |
Source: |
-
An axiomatization of the pairwise netting proportional rule in financial networks
Csóka, Péter, (2023)
-
An axiomatization of the pairwise netting proportional rule in financial networks
Csóka, Péter, (2022)
-
Centralized clearing mechanisms in financial networks : a programming approach
Csóka, Péter, (2022)
- More ...
-
Csóka, Péter, (2017)
-
Uniqueness of clearing payment matrices in financial networks
Csóka, Péter, (2021)
-
Centralized clearing mechanisms in financial networks: A programming approach
Csóka, Péter, (2022)
- More ...