How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
Jie Cheng, Yi Hong and Juan Tao
| Year of publication: |
August-September 2016
|
|---|---|
| Authors: | Cheng, Jie ; Hong, Yi ; Tao, Juan |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 10/12, p. 909-940
|
| Subject: | clearing margin | capital requirement | price limits | risk attitude | extreme value | risk measures | Theorie | Theory | Risikomaß | Risk measure | Derivat | Derivative | Risikopräferenz | Risk attitude | Risiko | Risk | Risikomanagement | Risk management | Finanzmarktregulierung | Financial market regulation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2015.1041148 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011715223