Systemic risk in the netting system

B-Tier

Journal: Journal of Banking & Finance

Year: 1996

Volume: 20

Issue: 5

Pages: 853-868

Authors (3)

Angelini, P. (Banca d'Italia) Maresca, G. (not in RePEc) Russo, D. (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count