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