Margins and financial collateral for derivatives contracts : how to deal with procyclical implications in a financial crisis
Martina Tambucci
Year of publication: |
2014
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Authors: | Tambucci, Martina |
Published in: |
Journal of securities operations & custody. - London : Stewart, ISSN 1753-1802, ZDB-ID 2419620-4. - Vol. 6.2014, 3, p. 240-263
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Subject: | margins | collateral | haircuts | procyclical | central counterparty | Theorie | Theory | Finanzkrise | Financial crisis | Kreditsicherung | Collateral | Derivat | Derivative | Kreditrisiko | Credit risk | Finanzmarktregulierung | Financial market regulation | Konjunktur | Business cycle | Kreditgeschäft | Bank lending |
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