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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://arxiv.org/abs/1402.3688

Type: Journal Article/Review

Parent Publication: Journal of Statistical Physics

Issue: 5