The recent crises and central counterparty risk practices in the light of procyclicality : empirical evidence
Year of publication: |
March 2017
|
---|---|
Authors: | Lewandowska, Olga ; Glaser, Florian |
Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 5.2017, 3, p. 1-24
|
Subject: | central counterparty CCP | clearing | procyclicality | systematically important institutions | margins | haircuts | Finanzkrise | Financial crisis | Clearing | Financial clearing | Kreditrisiko | Credit risk | Welt | World | Finanzmarktregulierung | Financial market regulation | Konjunktur | Business cycle | Systemrisiko | Systemic risk | Risikomanagement | Risk management |
-
Measuring systemic risk across financial market infrastructures
Li, Fuchun, (2018)
-
Systemic risk in central counterparty clearing houses
Anonymous, (2014)
-
Supervisory stress testing for central counterparties : a macroprudential, two-tier approach
Anderson, Edward, (2019)
- More ...
-
Adoption of a centralised post-trade processing market infrastructure after the credit crisis
Lewandowska, Olga, (2010)
-
OTC clearing arrangements for bank systemic risk regulation : a simulation approach
Lewandowska, Olga, (2015)
-
The distribution of clearing members’ risk exposure and how it matters
Lewandowska, Olga, (2018)
- More ...