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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