Systemic Risk from Global Financial Derivatives.

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...

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Bibliographic Details
Main Author: Markose, Sheri M.
Format: eBook
Language:English
Published: Washington : International Monetary Fund, 2012.
Series:IMF Working Papers.
Subjects:
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