Clearing, counterparty risk and aggregate risk
Year of publication: |
2012
|
---|---|
Authors: | Biais, Bruno ; Heider, Florian ; Hoerova, Marie |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | aggregate and idiosyncratic risk | central clearing counterparty | Counterparty risk | Moral Hazard | mutualization | optimal contracting | Risk-sharing |
Series: | ECB Working Paper ; 1481 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 752170015 [GVK] hdl:10419/153914 [Handle] RePEc:ecb:ecbwps:20121481 [RePEc] |
Classification: | G22 - Insurance; Insurance Companies ; G28 - Government Policy and Regulation ; D82 - Asymmetric and Private Information |
Source: |
-
Clearing, counterparty risk and aggregate risk
Biais, Bruno, (2012)
-
Disentangling Adverse Selection and Moral Hazard : Evidence from China’s Automobile Insurance Market
Zhang, Juan, (2019)
-
Choice of Corporate Risk Management Tools under Moral Hazard
Bena, Jan, (2006)
- More ...
-
Risk-sharing or risk-taking? Counterparty risk, incentives and margins
Biais, Bruno, (2012)
-
Variation margins, fire sales, and information-constrained optimality
Biais, Bruno, (2018)
-
Clearing, counterparty risk, and aggregate risk
Biais, Bruno, (2012)
- More ...