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Derivatives and Systemic Risk: Netting, Collateral, and Closeout · Study

PreprintShelves

PreprintDerivatives and Systemic Risk: Netting, Collateral, and Closeout

Robert R. Bliss2005

OA

Preprintgreen2005

Derivatives and Systemic Risk: Netting, Collateral, and Closeout

Robert R. Bliss · George G. Kaufman

52 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

Banking stability, regulation, efficiency Corporate Insolvency and Governance Global Financial Regulation and Crises

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 52 citations exist upstream.

References

2003Interbank Exposures: Quantifying the Risk of Contagion 1989An Empirical Investigation of U.S. Firms in Reorganization 1994Bank contagion: A review of the theory and evidence 2003What Is Systemic Risk, and Do Bank Regulators Retard or Contribute to It?2004Derivatives and the Bankruptcy Code: Why the Special Treatment?2002The interbank market during a crisis 2007Market Distress and Vanishing Liquidity: Anatomy and Policy Options 2006U.S. Corporate and Bank Insolvency Regimes: An Economic Comparison and Evaluation

Cited by

2014What were they thinking? The Federal Reserve in the run-up to the 2008 financial crisis 2004Credit Protection and Lending Relationships

Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations52

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.2139/ssrn.730648

openalex_workW2115132126

Links

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