A cost-benefit analysis of anti-procyclicality : analyzing approaches to procyclicality reduction in central counterparty initial margin models
Year of publication: |
2021
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Authors: | Murphy, David ; Vause, Nicholas |
Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 9.2021, 4, p. 27-50
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Subject: | central counterparty (CCP) | cost–benefit analysis (CBA) | derivatives clearing | initialmargin models | mandatory clearing | procyclicality | Kosten-Nutzen-Analyse | Cost-benefit analysis | Clearing | Financial clearing | Derivat | Derivative | Finanzmarktregulierung | Financial market regulation |
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