Open AccessCollateralized Debt Networks with Lender Default
Author(s) -
Jin-Wook Chang
Publication year - 2019
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2019.083
Subject(s) - collateralized debt obligation , counterparty , systemic risk , collateral , diversification (marketing strategy) , leverage (statistics) , monetary economics , credit risk , economics , business , financial economics , actuarial science , finance , financial crisis , computer science , marketing , machine learning , macroeconomics