Central Clearing and Risk Transformation
Year of publication: |
2017
|
---|---|
Authors: | Cont, Rama |
Publisher: |
Oslo : Norges Bank |
Subject: | CCP | OTC derivatives | central clearing | central counterparty | systemic risk | liquidity risk | counterparty risk | default fund | collateral requirement | regulation | stress testing |
Series: | Working Paper ; 3/2017 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-82-7553-968-5 |
Other identifiers: | 883735318 [GVK] hdl:10419/210113 [Handle] hdl:11250/2495593 [Handle] RePEc:bno:worpap:2017_03 [RePEc] |
Source: |
-
The end of the waterfall : default resources of central counterparties
Cont, Rama, (2015)
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The End of the Waterfall: Default Resources of Central Counterparties
Cont, Rama, (2015)
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Central clearing of OTC derivatives: Bilateral vs multilateral netting
Rama, Cont, (2014)
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Social distance, heterogeneity and social interactions
Cont, Rama, (2010)
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Dynamic hedging of portfolio credit derivatives
Cont, Rama, (2011)
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A reduced basis for option pricing
Cont, Rama, (2011)
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