Systemic Risk Management in Financial Networks with Credit Default Swaps
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tathagata Banerjee & Zachary Feinstein, 2018. "Impact of Contingent Payments on Systemic Risk in Financial Networks," Papers 1805.08544, arXiv.org, revised Dec 2018.
- Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017. "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 230-246.
- Sebastian Poledna & Abraham Hinteregger & Stefan Thurner, 2018. "Identifying systemically important companies in the entire liability network of a small open economy," Papers 1801.10487, arXiv.org.
- Chulwook Park, 2019. "Network and Agent Dynamics with Evolving Protection against Systemic Risk," Papers 1907.11622, arXiv.org.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2016-01-18 (Banking)
- NEP-CMP-2016-01-18 (Computational Economics)
- NEP-CMP-2016-01-29 (Computational Economics)
- NEP-CTA-2016-01-18 (Contract Theory & Applications)
- NEP-FMK-2016-01-18 (Financial Markets)
- NEP-NET-2016-01-18 (Network Economics)
- NEP-NET-2016-01-29 (Network Economics)
- NEP-RMG-2016-01-18 (Risk Management)
- NEP-RMG-2016-01-29 (Risk Management)
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