Counterparty credit limits: An effective tool for mitigating counterparty risk?
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- Martin D. Gould & Nikolaus Hautsch & Sam D. Howison & Mason A. Porter, 2017. "Counterparty credit limits: An effective tool for mitigating counterparty risk?," Papers 1709.08238, arXiv.org.
References listed on IDEAS
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More about this item
KeywordsCounterparty Credit Limits; Counterparty Risk; Price Formation; Market Design; Systemic Risk;
NEP fieldsThis paper has been announced in the following NEP Reports:
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