What do central counterparty default funds really cover? : a network-based stress test answer
Giulia Poce, Giulio Cimini, Andrea Gabrielli, Andrea Zaccaria, Giuditta Baldacci, Marco Polito, Mariangela Rizzo and Silvia Sabatini
| Year of publication: |
2018
|
|---|---|
| Authors: | Poce, Giulia ; Cimini, Giulio ; Gabrielli, Andrea ; Zaccaria, Andrea ; Baldacci, Giuditta ; Polito, Marco ; Rizzo, Mariangela ; Sabatini, Silvia |
| Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 4.2018, 4, p. 42-57
|
| Subject: | central counterparty (CCP) | default fund | financial network | stress test | systemic risk | Systemrisiko | Systemic risk | Kreditrisiko | Credit risk | Stresstest | Stress test | Risikomanagement | Risk management | Clearing | Financial clearing | Bankrisiko | Bank risk | Finanzmarktregulierung | Financial market regulation | Finanzkrise | Financial crisis | Insolvenz | Insolvency | Kreditsicherung | Collateral |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JNTF.2018.047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012005467