Managing market liquidity risk in central counterparties
Evangelos Benos, Pedro Gurrola-Perez and Michael Wood
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Benos, Evangelos ; Gurrola-Perez, Pedro ; Wood, Michael |
| Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 5.2017, 4, p. 105-125
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| Subject: | central counterparties (CCPs) | initial margin | liquidity risk | concentration add-ons | margin period of risk (MPOR) | Clearing | Financial clearing | Theorie | Theory | Finanzmarktregulierung | Financial market regulation | Risiko | Risk | Risikomanagement | Risk management | Marktliquidität | Market liquidity | Liquidität | Liquidity | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JFMI.2017.077 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011729248