Network effects, cascades and CCP interoperability
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DOI: 10.1142/S0129183114500351
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- John P Jackson & Mark J Manning, 2007. "Comparing the pre-settlement risk implications of alternative clearing arrangements," Bank of England working papers 321, Bank of England.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2010. "Cascades in Networks and Aggregate Volatility," NBER Working Papers 16516, National Bureau of Economic Research, Inc.
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Cited by:
- Berndsen, Ron, 2020.
"Five Fundamental Questions on Central Counterparties,"
Other publications TiSEM
1f3bd844-92ab-4104-8f57-9, Tilburg University, School of Economics and Management.
- Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Discussion Paper 2020-028, Tilburg University, Center for Economic Research.
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Keywords
Systemic risk; cascading failures; robustness; network effects; CCP interoperability;All these keywords.
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