Systemic risk from global financial derivatives : a network analysis of contagion and its mitigation with super-spreader tax /
Financial network analysis is used to provide firm level bottom-up holistic visualizations of interconnections of financial obligations in global OTC derivatives markets. This helps to identify Systemically Important Financial Intermediaries (SIFIs), analyse the nature of contagion propagation, and...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Markose, Sheri M. (Autor) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
[Washington, D.C.] :
International Monetary Fund,
©2012.
|
Colección: | IMF working paper ;
WP/12/282. |
Temas: | |
Acceso en línea: | Texto completo |
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