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Heterogeneity and Netting Efficiency under Central Clearing: A Stochastic Network AnalysisHeterogeneity and Netting Efficiency under Central Clearing: A Stochastic Network Analysis
- Alternative Title
- Heterogeneity and Netting Efficiency under Central Clearing: A Stochastic Network Analysis
- Authors
- UNKNOWN
- Keywords
- Central Clearing; Exposure Distribution; Netting Efficiency; Heterogeneity; Simulation; Stochastic Network Model
- Issue Date
- 13-12월-2018
- Publisher
- University of New South Wales Business School
- Citation
- 31st Australasian Finance and Banking Conference, Sydney
- Conference Name
- 31st Australasian Finance and Banking Conference, Sydney
- Place
- AT
시드니
- Conference Date
- 2018-12-12
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Collections - ETC > 2. Conference Papers
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