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,...
| Main Authors: | , |
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| 格式: | 文件 |
| 语言: | English |
| 出版: |
Frontiers Media S.A.
2024-02-01
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| 丛编: | Frontiers in Artificial Intelligence |
| 主题: | |
| 在线阅读: | https://www.frontiersin.org/articles/10.3389/frai.2024.1138611/full |