Systemic Losses Due to Counterparty Risk in a Stylized Banking System (2014)

First Author: Birch A

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s10955-014-1040-9

Publication URI: http://dx.doi.org/10.1007/s10955-014-1040-9

Type: Journal Article/Review

Parent Publication: Journal of Statistical Physics

Issue: 5