What do central counterparty default funds really cover? a network-based stress test answer

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Veröffentlicht in:The journal of network theory in finance
1. Verfasser: Poce, Giulia (VerfasserIn)
Weitere Verfasser: Cimini, Giulio (VerfasserIn), Gabrielli, Andrea (VerfasserIn), Zaccaria, Andrea (VerfasserIn), Baldacci, Giuditta (VerfasserIn), Polito, Marco (VerfasserIn), Rizzo, Mariangela (VerfasserIn), Sabatini, Silvia (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
central counterparty (CCP) > default fund > financial network > stress test > systemic risk > Aufsatz in Zeitschrift
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