A theory of collateral requirements for central counterparties
Jessie Jiaxu Wang, Agostino Capponi, Hongzhong Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Jessie Jiaxu ; Capponi, Agostino ; Zhang, Hongzhong |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 9, p. 6993-7017
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| Subject: | central counterparty | collateral | default funds | initial margins | macro-prudential policy | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Finanzmarktregulierung | Financial market regulation | Clearing | Financial clearing | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2021.4145 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013373165