An axiomatization of the pairwise netting proportional rule in financial networks
by Péter Csóka, P. Jean-Jacques Herings
| Year of publication: |
16 January 2023
|
|---|---|
| Authors: | Csóka, Péter ; Herings, Peter Jean-Jacques |
| Publisher: |
[Tilburg] : CentER, Tilburg University |
| Subject: | Financial networks | systemic risk | portfolio compression | clearing | pairwise netting |
freely available
| Extent: | 1 Online-Ressource (circa 35 Seiten) |
|---|---|
| Series: | Discussion paper / Center for Economic Research, Tilburg University. - Amsterdam : [Verlag nicht ermittelbar], ISSN 2213-9532, ZDB-ID 2170833-2. - Vol. no. 2023, 002 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013483208