Default ambiguity : credit default swaps create new systemic risks in financial networks
Year of publication: |
2020
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Authors: | Schuldenzucker, Steffen ; Seuken, Sven ; Battiston, Stefano |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 5, p. 1981-1998
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Subject: | financial networks | credit default swaps | systemic risk | clearing systems | Kreditderivat | Credit derivative | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Risiko | Risk | Kreditversicherung | Credit insurance | Bankrisiko | Bank risk |
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