What do central counterparty default funds really cover? : a network-based stress test answer
Year of publication: |
2018
|
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Authors: | Poce, Giulia ; Cimini, Giulio ; Gabrielli, Andrea ; Zaccaria, Andrea ; Baldacci, Giuditta ; Polito, Marco ; Rizzo, Mariangela ; Sabatini, Silvia |
Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 4.2018, 4, p. 42-57
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Subject: | central counterparty (CCP) | default fund | financial network | stress test | systemic risk | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Systemrisiko | Systemic risk | Clearing | Financial clearing | Stresstest | Stress test | Insolvenz | Insolvency | Finanzkrise | Financial crisis |
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