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subject:"Clearing"
~isPartOf:"Staff working papers / Bank of England"
~person:"Murphy, David"
~person:"Zhang, Yinan"
~subject:"Kreditrisiko"
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Clearing
Kreditrisiko
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Financial market regulation
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procyclicality
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central clearing
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cost‑benefit analysis
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derivatives clearing
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Murphy, David
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Ferrara, Gerardo
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Gurrola-Perez, Pedro
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Staff working papers / Bank of England
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ECONIS (ZBW)
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A CBA of APC : analysing approaches to procyclicality reduction in CCP initial margin models
Murphy, David
;
Vause, Nicholas
-
2021
Persistent link: https://www.econbiz.de/10012795359
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A comparative analysis of tools to limit the procyclicality of initial margin requirements
Murphy, David
;
Vasios, Michalis
;
Vause, Nicholas
-
2016
Persistent link: https://www.econbiz.de/10011480672
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