An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks

Péter Csóka and P. Jean-Jacques Herings

No 2023-002, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: financial networks; systemic risk; portfolio compression; clearing; pairwise netting (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (6)

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Working Paper: An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks (2023)
Working Paper: An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks (2023)
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