A CBA of APC : analysing approaches to procyclicality reduction in CCP initial margin models
David Murphy and Nicholas Vause
| Year of publication: |
November 2021
|
|---|---|
| Authors: | Murphy, David ; Vause, Nicholas |
| Publisher: |
London : Bank of England |
| Subject: | Central counterparty | cost‑benefit analysis | derivatives clearing | initial margin models | mandatory clearing | procyclicality | Derivat | Derivative | Clearing | Financial clearing | Finanzmarktregulierung | Financial market regulation | Konjunktur | Business cycle |
Online Resource
| Extent: | 1 Online-Ressource (circa 23 Seiten) Illustrationen |
|---|---|
| Series: | Staff working papers / Bank of England. - London : [Verlag nicht ermittelbar], ZDB-ID 2833500-4. - Vol. no. 950 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012795359