UZH - Department of Economics - Publications
... -Ferrer and Ana B. Ania and Fernando Vega Redondo. In: van der Laan, G., Herings, P.J.J., Talman, A.J.J ...
Default Ambiguity: Credit Default Swaps Create New Systemic Risks i...
... and Herings (2018) studied a decentral clearing procedure where pay- ments are made incrementally in ... have been proposed in the literature; each has its own limitations. Cso´ka and Herings (2018) studied a ...
http://www.nccr-finrisk.uzh.ch/media/pdf/FS_fall13_Dumas.pdf
... . 11For an implementation of the global solution, see Herings and Schmedders (2006). 5 terms of a CAPM ... . 11For an implementation of the global solution, see Herings and Schmedders (2006). 5 terms of a CAPM ...
Sequential Defaulting in Financial Networks
Sequential Defaulting in Financial Networks, sequential_defaulting.pdf, https://tik-db.ee.ethz.ch/file/b2e57275d7b7c0273db26812802d3295/sequential_defaulting.pdf, Sequential Defaulting in Financia...
Debt Swapping for Risk Mitigation in Financial Networks
Debt Swapping for Risk Mitigation in Financial Networks, debt_swapping.pdf, https://tik-db.ee.ethz.ch/file/c4edff95b41f8a8319676e8ce7e6b59b/debt_swapping.pdf, Debt Swapping for Risk Mitigation in ...
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