Central Counterparty Loss Allocation and Transmission of Financial Stress
Year of publication: |
2015-03
|
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Authors: | Heath, Alexandra ; Kelly, Gerard ; Manning, Mark |
Institutions: | Reserve Bank of Australia |
Subject: | clearing | netting | financial stability | central counterparty | derivatives | loss allocation | recovery and resolution |
Extent: | application/pdf |
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Series: | RBA Research Discussion Papers. - ISSN 1448-5109. |
Type of publication: | Book / Working Paper |
Classification: | E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System ; G17 - Financial Forecasting ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
-
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