Procyclicality of central counterparty margin models : systemic problems need systemic approaches
Pedro Gurrola-Perez
| Year of publication: |
2021
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|---|---|
| Authors: | Gurrola-Perez, Pedro |
| Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 10.2021, 1, p. 23-55
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| Subject: | central counterparties (CCPs) | procyclicality | initial margin (IM) | margin models | filtered historical simulation | Simulation | Theorie | Theory | Clearing | Financial clearing | Konjunktur | Business cycle | 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.2022.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335781