Systemic Risk Management in Financial Networks with Credit Default Swaps
Bibliographic Data
| ID | 19078096 |
|---|---|
| Authors | Matt V Leduc, Mathieu V Leduc (0009-0004-4957-8513, corresponding author), Sebastian Poledna (0000-0002-5838-6570), Stefan Thurner (0000-0003-2495-6819) |
| Year | 2016 |
| Publication date | 2016-01-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | SSRN Electronic Journal (REPOSITORY) |
| Journal identifiers | ISSN: 1556-5068 • E-ISSN: 1556-5068 |
| Publisher | RELX Group (Netherlands) (PUBLISHER • NL) |
| DOI | 10.2139/ssrn.2713200 |
| OpenAlex | W2233995853 |
| Language | EN |
| Citations received | 1 |
| References cited | 22 |
Business · Credit default swap · Credit derivative · Credit reference · Credit risk · Credit valuation adjustment · Economics · Financial crisis · Financial system · iTraxx · Risk management · Structured finance · Synthetic CDO · Systemic risk · Banking stability, regulation, efficiency · Credit Risk and Financial Regulations · Economic theories and models · Finance
| Citations per year | 0.11 |
|---|---|
| Citation span | 2017 - 2017 (1) |
| Highly cited | No |