Institute of Information Theory and Automation

Publication details

Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks

Monography Chapter

Derviz Alexis


serial: Financial Aspects of Recent Trends in the Global Economy, p. 38-56 , Eds: Mirdala Rajmund

project(s): GA13-11983S, GA ČR

keywords: collateral, diversification, default

preview: Download

abstract (eng):

Modeling corporate balance sheet structure and the role of financial intermediaries in systemic risk accumulation in the process of satisfying non-financials' demand for diversified collateral is presented in this article.

RIV: AH

Responsible for information: admin
Last modification: 21.12.2012
Institute of Information Theory and Automation