When does portfolio compression reduce systemic risk?
Year of publication: |
2022
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Authors: | Veraart, Luitgard |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2022, 3, p. 727-778
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Subject: | cycles | financial networks | netting | portfolio compression | systemic risk | Portfolio-Management | Portfolio selection | Systemrisiko | Systemic risk | Risiko | Risk | Finanzkrise | Financial crisis | Bankrisiko | Bank risk |
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