Procyclicality and risk-based access : valuing the embedded credit default swap of employing bilateral credit limits in financial market infrastructures
Year of publication: |
2019
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Authors: | Bewaji, Oluwasegun |
Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 7.2019, 3, p. 45-72
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Subject: | high-value payment system | collateral requirements | intraday liquidity management | financial system fragility | Kreditderivat | Credit derivative | Zahlungsverkehr | Payment system | Kreditrisiko | Credit risk | Bankenliquidität | Bank liquidity | Finanzmarkt | Financial market | Kreditgeschäft | Bank lending | Kreditsicherung | Collateral | Theorie | Theory | Clearing | Financial clearing |
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