Privacy-Preserving Methods for Sharing Financial Risk Exposures

The financial industry relies on trade secrecy to protect its business processes and methods, which can obscure critical financial risk exposures from regulators and the public. Using results from cryptography, we develop computationally tractable protocols for sharing and aggregating such risk expo...

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Bibliographic Details
Main Authors: Abbe, Emmanuel A., Khandani, Amir Ehsan, Lo, Andrew W.
Other Authors: Sloan School of Management
Format: Article
Language:en_US
Published: American Economic Association 2012
Online Access:http://hdl.handle.net/1721.1/75364
https://orcid.org/0000-0003-4909-4565
https://orcid.org/0000-0003-2944-7773