A systemic change of measure from central clearing
Year of publication: |
2022
|
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Authors: | Hwang, Injun ; Kim, Baeho |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 9, p. 1738-1754
|
Subject: | central clearing | margin policy | measure change | Monte Carlo simulation | systemic risk | tail risk concentration | Monte-Carlo-Simulation | Systemrisiko | Systemic risk | Clearing | Financial clearing | Finanzkrise | Financial crisis | Finanzmarktregulierung | Financial market regulation |
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