Identifying historical episodes for central counterparty stress testing
David Murphy and David Macdonald
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Murphy, David ; Macdonald, David |
| Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 4.2016, 3, p. 93-115
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| Subject: | CCP | central counterparty | default fund sizing | historical stress testing | stress testing | stressed market | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Finanzkrise | Financial crisis | Stresstest | Stress test | Clearing | Financial clearing | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011485396