When does portfolio compression reduce systemic risk? (2022)

First Author: Veraart L

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/mafi.12346

Publication URI: http://dx.doi.org/10.1111/mafi.12346

Type: Journal Article/Review

Parent Publication: Mathematical Finance

Issue: 3