Optimal margining and margin relief in centrally cleared derivatives markets
Year of publication: |
2014
|
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Authors: | Raykov, Radoslav S. |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Economic models | Payment clearing and settlement systems |
Series: | Bank of Canada Working Paper ; 2014-29 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2014-29 [DOI] 788353284 [GVK] hdl:10419/103030 [Handle] RePEc:bca:bocawp:14-29 [RePEc] |
Classification: | G19 - General Financial Markets. Other ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets
Raykov, Radoslav, (2014)
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To share or not to share? Uncovered losses in a derivatives clearinghouse
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To share or not to share? : uncovered losses in a derivatives clearinghouse
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Uncertain Costs and Vertical Differentiation in an Insurance Duopoly
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To share or not to share? Uncovered losses in a derivatives clearinghouse
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Stability and efficiency in decentralized two-sided markets with weak preferences
Raykov, Radoslav S., (2017)
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