Privacy-Preserving Methods for Sharing Financial Risk Exposures

The financial industry relies on trade secrecy to protect its business processes and methods, which can obscure critical financial risk exposures from regulators and the public. Using results from cryptography, we develop computationally tractable protocols for sharing and aggregating such risk expo...

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Bibliographic Details
Main Authors: Abbe, Emmanuel A. (Author), Khandani, Amir Ehsan (Contributor), Lo, Andrew W. (Contributor)
Other Authors: Sloan School of Management (Contributor), Sloan School of Management. Laboratory for Financial Engineering (Contributor)
Format: Article
Language:English
Published: American Economic Association, 2012-12-11T14:56:30Z.
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