Capital requirements for over-the-counter derivatives central counterparties
Li Lin; Jay Surti
Year of publication: |
2015
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Authors: | Lin, Li ; Surti, Jay |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 52.2015, p. 140-155
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Subject: | Central counterparties | Capital | Initial margin | Default fund | G-14 dealers | OTC-Handel | OTC market | Derivat | Derivative | Finanzmarktregulierung | Financial market regulation | Kreditrisiko | Credit risk | Clearing | Financial clearing | Theorie | Theory |
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