Interest rate swaps clearing and systemic risk
Year of publication: |
2020
|
---|---|
Authors: | Bakoush, Mohamed ; Gerding, Enrico H. ; Wolfe, Simon |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 33.2020, p. 1-6
|
Subject: | Contagion | Funding liquidity risk | Margin procyclicality | Networks | Systemic risk | Systemrisiko | Bankenliquidität | Bank liquidity | Risiko | Risk | Ansteckungseffekt | Contagion effect | Swap | Kreditrisiko | Credit risk | Bankenkrise | Banking crisis | Finanzkrise | Financial crisis | Zinsderivat | Interest rate derivative | Risikomaß | Risk measure | Bankrisiko | Bank risk |
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