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When does portfolio compression reduce systemic risk?
Veraart, Luitgard A. M.
- In:
Mathematical finance : an international journal of …
32
(
2022
)
3
,
pp. 727-778
Persistent link: https://www.econbiz.de/10013331047
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A Bayesian methodology for systemic risk assessment in financial networks
Gandy, Axel
;
Veraart, Luitgard A. M.
- In:
Management science : journal of the Institute for …
63
(
2017
)
12
,
pp. 4428-4446
Persistent link: https://www.econbiz.de/10011785318
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Systemic risk in markets with multiple central counterparties
Veraart, Luitgard A. M.
;
Aldasoro, Iñaki
-
2025
Persistent link: https://www.econbiz.de/10015359037
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4
Systemic risk in markets with multiple central counterparties
Veraart, Luitgard A. M.
;
Aldasoro, Iñaki
-
2022
Persistent link: https://www.econbiz.de/10013454045
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