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

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationSimulation in Computational Finance and Economics
Subtitle of host publicationTools and Emerging Applications
EditorsB Alexandrova-Kabadjova, S Martinez-Jaramillo, L Garcia-Almanza, E Tsang
PublisherIGI Global
ISBN (Print)9781466620117
DOIs
Publication statusPublished - Aug 2012

Cite this

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