The article explores how a market for credit default swaps (CDS) can be structured to make the financial system more resilient to insolvency cascades. By adjusting the way CDS contracts are priced based on their impact on systemic risk, the network of interbank exposures can be rewired to reduce the likelihood of widespread financial collapse. Through simulations, the researchers demonstrate that this regulated CDS market leads to a more stable interbank system that is better able to withstand insolvency cascades.