Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
Year of publication: |
2021
|
---|---|
Authors: | Bo, Lijun ; Liu, Yanchu ; Zhang, Tingting |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 7, p. 1187-1206
|
Subject: | Bilaterally clearing | Central clearing counterparty | Default contagion | Dynamic exposure | Netting efficiency | Clearing | Financial clearing | Kreditrisiko | Credit risk | Finanzmarktregulierung | Financial market regulation | Ansteckungseffekt | Contagion effect | OTC-Handel | OTC market | Elektronisches Handelssystem | Electronic trading | Derivat | Derivative |
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