Central Counterparty Default Waterfalls and Systemic Loss.
| Autor: | Ghamami, Samim1 (AUTHOR) samim_ghamami@berkeley.edu, Paddrik, Mark2 (AUTHOR) Mark.Paddrik@ofr.treasury.gov, Zhang, Simpson3 (AUTHOR) Simpson.Zhang@occ.treas.gov |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Dec2023, Vol. 58 Issue 8, p3577-3612. 36p. |
| Databáze: | Business Source Ultimate |
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