JOURNAL ARTICLE

Systemic Risk Management in Financial Networks with Credit Default Swaps

Mathieu V. LeducSebastian PolednaStefan Thurner

Year: 2016 Journal:   SSRN Electronic Journal   Publisher: RELX Group (Netherlands)
Keywords:
Credit default swap Business Credit derivative Systemic risk iTraxx Financial system Credit risk Synthetic CDO Structured finance Risk management Finance Credit valuation adjustment Credit reference Economics Financial crisis

Metrics

8
Cited By
0.00
FWCI (Field Weighted Citation Impact)
29
Refs
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Banking stability, regulation, efficiency
Social Sciences →  Economics, Econometrics and Finance →  Finance
Credit Risk and Financial Regulations
Social Sciences →  Economics, Econometrics and Finance →  Finance
Economic theories and models
Social Sciences →  Economics, Econometrics and Finance →  Economics and Econometrics

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