Systemic risk management in financial networks with credit default swaps
Matt V. Leduc, Sebastian Poledna and Stefan Thurner
| Year of publication: |
September 2017
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|---|---|
| Authors: | Leduc, Matt V. ; Poledna, Sebastian ; Thurner, Stefan |
| Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 3.2017, 3, p. 19-39
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| Subject: | systemic risk | credit default swaps (CDSs) | DebtRank | agent-based models (ABMs) | multiplex networks | interbank (IB) systems | Kreditderivat | Credit derivative | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Agentenbasierte Modellierung | Agent-based modeling | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Unternehmensnetzwerk | Business network | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JNTF.2017.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011879064