Station 5
Odyssea 1.04
1015 Lausanne, CH-1015
Switzerland
Ecole Polytechnique Fédérale de Lausanne
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Over the Counter Markets, Central Counterparty Clearing, Market Design, Financial Network, Contagion, Systemic Risk, Credit Default Swap Markets
systemic risk, banking network, stress test, counterparty risk, macro-prudential regulation, complex network, scale-free network
systemic risk, contagion, default, macroprudential regulation, financial stability, random graph, network model, financial networks, interconnectedness, balance-sheet contagion
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: MAFI.pdf Size: 0K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
systemic risk, default contagion, random graphs, interbank network, financial stability, macroprudential regulation
Systemic risk, Financial networks
systemic risk, liquidity risk, financial contagion, Markov decision process, optimal interventions
Systemic risk, Default contagion, Financial stability, Contagious links, Phase transitions, Complex networks, Inhomogeneous random graphs.
Over the Counter Markets, Financial Network, Partial Multilateral Netting
Financial Network, Systemic Risk, Eiseberg Noe Model, Asset Price Contagion
Systemic risk, Optimal control, Financial networks, Lender of last resort
