Systemic Risk from Global Financial Derivatives : A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax »
Series: IMF Working Papers
Author(s): Sheri Markose
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 30 November 2012
Keywords: Systemic Risk, Financial Network, Too-Interconnected-to-Fail, Eigenvector Centrality, Super Spreader Tax, contagion, financial contagion, collateral
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 Importa...