An innovative approach for optimising CCP default management through agent-based modelling
Richard Wise, Tao Chen, Dingqiu Zhu
| Year of publication: |
2024
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|---|---|
| Authors: | Wise, Richard ; Chen, Tao ; Zhu, Dingqiu |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 17.2024, 3, p. 286-293
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| Subject: | ABM | agent-based model | CCP | central clearing counterparty | concentration risk | default management | liquidity risk | margin | Agentenbasierte Modellierung | Agent-based modeling | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Theorie | Theory | Clearing | Financial clearing | Systemrisiko | Systemic risk | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015108301