Computing the impact of central clearing on systemic risk
The paper uses a graph model to examine the effects of financial market regulations on systemic risk. Focusing on central clearing, we model the financial system as a multigraph of trade and risk relations among banks. We then study the impact of central clearing by a priori estimates in the model,...
| Egile Nagusiak: | , |
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| Formatua: | Artikulua |
| Hizkuntza: | English |
| Argitaratua: |
Frontiers Media S.A.
2024-02-01
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| Saila: | Frontiers in Artificial Intelligence |
| Gaiak: | |
| Sarrera elektronikoa: | https://www.frontiersin.org/articles/10.3389/frai.2024.1138611/full |