Optimal margin requirement
Year of publication: |
2019
|
---|---|
Authors: | Berlinger, Edina ; Dömötör, Barbara ; Illés, Ferenc |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 239-249
|
Subject: | Counterparty risk | Risk-sensitive and anti-cyclical margin | Settlement system | Theorie | Theory | Derivat | Derivative | Clearing | Financial clearing | Kreditrisiko | Credit risk | Finanzmarktregulierung | Financial market regulation | Risiko | Risk |
-
Does central clearing benefit risky dealers?
Mayordomo, Sergio, (2016)
-
Risk mutualization and financial stability : recovering and resolving a central counterparty
Raykov, Radoslav S., (2017)
-
The economics of central clearing
Menkveld, Albert J., (2021)
- More ...
-
Anti-cyclical versus Risk-sensitive Margin Strategies in Central Clearing
Berlinger, Edina, (2017)
-
Anti-cyclical versus risk-sensitive margin strategies in central clearing
Berlinger, Edina, (2019)
-
Stress indicator for clearing houses
Berlinger, Edina, (2016)
- More ...