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  • Search: person:"Bewaji, Oluwasegun"
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Year of publication
Subject
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Theorie 6 Theory 6 Collateral 3 Credit derivative 3 Credit risk 3 Financial market 3 Finanzmarkt 3 Kreditderivat 3 Kreditrisiko 3 Kreditsicherung 3 Portfolio selection 3 Portfolio-Management 3 Agent-based computational economics 2 Agent-based modeling 2 Agentenbasierte Modellierung 2 Asset-Backed Securities 2 Asset-backed securities 2 Basel Accord 2 Basler Akkord 2 Bilateral credit limits 2 Derivat 2 Derivative 2 Financial crisis 2 Financial market infrastructures 2 Finanzkrise 2 High value payment systems 2 Intra-day liquidity management 2 Liquidity 2 Liquidität 2 Market microstructure 2 Multi-agent reinforcement learning 2 Payment transactions 2 Stochastic games 2 Systemic risk 2 Systemrisiko 2 Virtual currency 2 Virtuelle Währung 2 Zahlungsverkehr 2 Anlageverhalten 1 Arbitrage 1
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Online availability
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Free 6 Undetermined 2 CC license 1
Type of publication
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Article 4 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article 1
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Language
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English 7 Undetermined 1
Author
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Bewaji, Oluwasegun 5 Giansante, Simone 3 Markose, Sheri M. 3 Oluwasegun, Bewaji 3 Heijmans, Ronald 2 Aerts, Timothy 1 AlAsadi, Lala 1 Byck, Shaun 1 Gugnani, Aayush 1 Gupta, Tarush 1 Hamid, Sania 1 Woerd, Ellen van der 1
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Published in...
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The journal of financial market infrastructures 2 DNB working papers 1 Discussion paper series / University of Essex, Department of Economics 1 Economics Discussion Papers 1 Latin American Journal of Central Banking (LAJCB) 1 Latin American journal of central banking : LAJCB 1
Source
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ECONIS (ZBW) 6 EconStor 1 RePEc 1
Showing 1 - 8 of 8
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An econometric investigation on the stability of stablecoins : are these coins stable or is their stability just a flip of the coin?
AlAsadi, Lala; Bewaji, Oluwasegun; Gugnani, Aayush; … - 2025
Persistent link: https://www.econbiz.de/10015482894
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A computational model of bilateral credit limits in payment systems and other financial market infrastructures
Bewaji, Oluwasegun - In: Latin American Journal of Central Banking (LAJCB) 5 (2024) 1, pp. 1-19
This paper provides the first steps towards a theoretical and structural modelling framework through which optimal decision making in financial market infrastructures such as payments clearing and settlement systems can be assessed from a market microstructure perspective. In particular, the...
Persistent link: https://www.econbiz.de/10015595417
Saved in:
Cover Image
A computational model of bilateral credit limits in payment systems and other financial market infrastructures
Bewaji, Oluwasegun - In: Latin American journal of central banking : LAJCB 5 (2024) 1, pp. 1-19
This paper provides the first steps towards a theoretical and structural modelling framework through which optimal decision making in financial market infrastructures such as payments clearing and settlement systems can be assessed from a market microstructure perspective. In particular, the...
Persistent link: https://www.econbiz.de/10015055036
Saved in:
Cover Image
Are cryptocurrencies cryptic or a source of arbitrage? : a genetic algorithm approach
Bewaji, Oluwasegun; Hamid, Sania; Aerts, Timothy; Byck, … - In: The journal of financial market infrastructures 11 (2023) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10014484591
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Multi-Agent Financial Network (MAFN) model of US Collateralized Debt Obligations (CDO) : regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis
Markose, Sheri M.; Oluwasegun, Bewaji; Giansante, Simone - 2012
Persistent link: https://www.econbiz.de/10009544686
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Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO) : Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis
Markose, Sheri M. - 2016
A database driven multi-agent model has been developed with automated access to US bank level FDIC Call Reports which yield data on balance sheet and off balance sheet activity, respectively, in Residential Mortgage Backed Securities (RMBS) and Credit Default Swaps (CDS). The simultaneous...
Persistent link: https://www.econbiz.de/10013007658
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Procyclicality and risk-based access : valuing the embedded credit default swap of employing bilateral credit limits in financial market infrastructures
Bewaji, Oluwasegun - In: The journal of financial market infrastructures 7 (2019) 3, pp. 45-72
Persistent link: https://www.econbiz.de/10012020394
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Cover Image
Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis
Markose, Sheri M.; Oluwasegun, Bewaji; Giansante, Simone - 2012
A database driven multi-agent model has been developed with automated access to US bank level FDIC Call Reports which yield data on balance sheet and off balance sheet activity, respectively, in Residential Mortgage Backed Securities (RMBS) and Credit Default Swaps (CDS). The simultaneous...
Persistent link: https://www.econbiz.de/10010875611
Saved in:
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