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To fully net or not to net : adverse effects of
partial
multilateral
netting
Amini, Hamed
;
Filipović, Damir
;
Minca, Andreea
-
2015
-
This version: June 25, 2015
clearing asset price and aggregate bank surplus. We also show that
partial
multilateral
netting
can be worse than no netting at …
Persistent link: https://www.econbiz.de/10011293609
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