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Marcel Bluhm

1 paper hereh-index 8340 citations17 works total

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q-fin.RM2024

Real-time Risk Metrics for Programmatic Stablecoin Crypto Asset-Liability Management (CALM)

Marcel Bluhm, Adrian Cachinero Vasiljević, Sébastien Derivaux +1

Stablecoins have turned out to be the "killer" use case of the growing digital asset space. However, risk management frameworks, including regulatory ones, have been largely absent…

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