Systemic risk management in financial networks with credit default swaps
Year of publication: |
September 2017
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Authors: | Leduc, Matt V. ; Poledna, Sebastian ; Thurner, Stefan |
Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 3.2017, 3, p. 19-39
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Subject: | systemic risk | credit default swaps (CDSs) | DebtRank | agent-based models (ABMs) | multiplex networks | interbank (IB) systems | Finanzdienstleistung | Financial services | Kreditderivat | Credit derivative | Systemrisiko | Systemic risk | Agentenbasierte Modellierung | Agent-based modeling | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Unternehmensnetzwerk | Business network | Swap |
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