Endogenous Derivative Networks
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More about this item
KeywordsCollateral; Credit derivatives; Central Clearing Party (CCP); Rehypothecation; Network formation.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-05-09 (All new papers)
- NEP-BAN-2014-05-09 (Banking)
- NEP-RMG-2014-05-09 (Risk Management)
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