Rui Song

University of Illinois at Urbana-Champaign - College of Liberal Arts and Sciences

Champaign, IL 61820

United States

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Scholarly Papers (1)

1.

The Structure of Central Counterparty Clearing Networks and Network Stability

Number of pages: 17 Posted: 22 May 2012
University of Illinois at Urbana-Champaign - College of Liberal Arts and Sciences, University of Illinois at Urbana-Champaign - Department of Mathematics and Office of the Comptroller of the Currency
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Citation 3

Abstract:

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central counterparty, large deviations theory, clearing, systemic risk, network analysis