The end of the waterfall : default resources of central counterparties
Year of publication: |
2015
|
---|---|
Authors: | Cont, Rama |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 8.2015, 4, p. 365-389
|
Subject: | CCP | central clearing | central counterparty | systemic risk | default risk | counterparty risk | default fund | OTC derivatives | mechanism design | regulation | EMIR | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Derivat | Derivative | Clearing | Financial clearing | OTC-Handel | OTC market | Finanzmarktregulierung | Financial market regulation | Systemrisiko | Systemic risk | Insolvenz | Insolvency | Finanzkrise | Financial crisis |
-
CDS spreads in the aftermath of central clearing
Kaya, Orcun, (2017)
-
Do central counterparties reduce counterparty and liquidity risk? : empirical results
León, Carlos, (2021)
-
The pitfalls of central clearing in the presence of systematic risk
Kubitza, Christian, (2018)
- More ...
-
Central clearing of OTC derivatives: Bilateral vs multilateral netting
Cont, Rama, (2014)
-
Special Issue: Monitoring Systemic Risk: Data, Models and Metrics
Cont, Rama, (2017)
-
Cont, Rama, (2013)
- More ...