Systemic risk in markets with multiple central counterparties
Year of publication: |
2025
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Authors: | Veraart, Luitgard A. M. ; Aldasoro, Iñaki |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 35.2025, 1, p. 214-262
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Subject: | central counterparties | contagion | Cover 2 | stress testing | systemic risk | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Clearing | Financial clearing | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Stresstest | Stress test | Theorie | Theory | Finanzmarktregulierung | Financial market regulation | Bankrisiko | Bank risk | Ansteckungseffekt | Contagion effect |
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