Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis

Markose Sheri; Oluwasegun Bewaji; Simone Giansante

doi:10.4018/978-1-4666-2011-7

Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis

Markose Sheri, Oluwasegun Bewaji, Simone Giansante

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Research output: Chapter or section in a book/report/conference proceeding › Chapter or section

Original language	English
Title of host publication	Simulation in Computational Finance and Economics
Subtitle of host publication	Tools and Emerging Applications
Editors	B Alexandrova-Kabadjova, S Martinez-Jaramillo, L Garcia-Almanza, E Tsang
Publisher	IGI Global
ISBN (Print)	9781466620117
DOIs	https://doi.org/10.4018/978-1-4666-2011-7
Publication status	Published - Aug 2012

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10.4018/978-1-4666-2011-7

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Sheri, M., Bewaji, O., & Giansante, S. (2012). Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis. In B. Alexandrova-Kabadjova, S. Martinez-Jaramillo, L. Garcia-Almanza, & E. Tsang (Eds.), Simulation in Computational Finance and Economics: Tools and Emerging Applications IGI Global. https://doi.org/10.4018/978-1-4666-2011-7

Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis. / Sheri, Markose; Bewaji, Oluwasegun; Giansante, Simone.
Simulation in Computational Finance and Economics: Tools and Emerging Applications. ed. / B Alexandrova-Kabadjova; S Martinez-Jaramillo; L Garcia-Almanza; E Tsang. IGI Global, 2012.

Research output: Chapter or section in a book/report/conference proceeding › Chapter or section

Sheri, M, Bewaji, O & Giansante, S 2012, Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis. in B Alexandrova-Kabadjova, S Martinez-Jaramillo, L Garcia-Almanza & E Tsang (eds), Simulation in Computational Finance and Economics: Tools and Emerging Applications. IGI Global. https://doi.org/10.4018/978-1-4666-2011-7

Sheri M, Bewaji O, Giansante S. Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis. In Alexandrova-Kabadjova B, Martinez-Jaramillo S, Garcia-Almanza L, Tsang E, editors, Simulation in Computational Finance and Economics: Tools and Emerging Applications. IGI Global. 2012 doi: 10.4018/978-1-4666-2011-7

Sheri, Markose ; Bewaji, Oluwasegun ; Giansante, Simone. / Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO) : regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis. Simulation in Computational Finance and Economics: Tools and Emerging Applications. editor / B Alexandrova-Kabadjova ; S Martinez-Jaramillo ; L Garcia-Almanza ; E Tsang. IGI Global, 2012.

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Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis

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