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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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Systemic risk in markets with multiple central counterparties
Veraart, Luitgard A. M.; Aldasoro, Iñaki - 2022
Persistent link: https://www.econbiz.de/10013454045