Central clearing counterparties (CCPs) have a variety of economic rationales. The Great
Recession of 2007–2009 led regulators to mandate CCPs for most interest-rate and credit …

Thorough, accessible coverage of the key issues in XVA XVA–Credit, Funding and Capital
Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and …

We specify a general methodological framework for systemic risk measures via
multidimensional acceptance sets and aggregation functions. Existing systemic risk …

Patients with chronic non-specific low back pain (LBP) walk with more synchronous (in-
phase) horizontal pelvis and thorax rotations than controls. Low thorax–pelvis relative phase …

In this paper we will consider a generalized extension of the Eisenberg-Noe model of
financial contagion to allow for time dynamics in both discrete and continuous time …

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting Page 1 OPERATIONS
RESEARCH Vol. 64, No. 5, September–October 2016, pp. 1135–1142 ISSN 0030-364X (print) …

Financial stability depends on the effective regulation of central counterparties (CCPs),
which must take account of the incentives that drive CCP behavior. This paper studies the …

This paper introduces a formulation of the optimal network compression problem for
financial systems. This general formulation is presented for different levels of network …

This paper provides a framework for modeling financial contagion in a network subject to fire
sales and price impacts, but allowing for firms to borrow to cover their shortfall as well. We …

In our previous paper “A unified approach to systemic risk measures via acceptance
sets”(Mathematical Finance, 2018), we have introduced a general class of systemic risk …