Systemic risk and optimal fee for central clearing counterparty under partial netting
Zhenyu Cui, Qi Feng, Ruimeng Hu, Bin Zou
| Year of publication: |
May 2018
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|---|---|
| Authors: | Cui, Zhenyu ; Feng, Qi ; Hu, Ruimeng ; Zou, Bin |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 46.2018, 3, p. 306-311
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| Subject: | Clearing fee | Systemic risk | Financial network | Optimization | Shortfall | Systemrisiko | Clearing | Financial clearing | Theorie | Theory | Bankentgelt | Bank charge | Risiko | Risk | Finanzkrise | Financial crisis | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2018.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011873375