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...
Príomhchruthaitheoir: | Markose, Sheri |
---|---|
Formáid: | IRIS |
Teanga: | English |
Foilsithe / Cruthaithe: |
Washington, D.C. :
International Monetary Fund,
2012.
|
Sraith: | IMF Working Papers; Working Paper ;
No. 2012/282 |
Rochtain ar líne: | Full text available on IMF |
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