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subject:"Clearing"
~person:"Murphy, David"
~subject:"OTC-Handel"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Clearing
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Murphy, David
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18
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13
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11
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11
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11
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7
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7
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5
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5
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6
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1
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ECONIS (ZBW)
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1
Optimal bidder selection in clearing house default auctions
Garratt, Rod
;
Murphy, David
;
Nesmith, Travis D.
;
Wu, …
-
2023
Persistent link: https://www.econbiz.de/10014284288
Saved in:
2
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
Saved in:
3
A cost-benefit analysis of anti-procyclicality : analyzing approaches to procyclicality reduction in central counterparty initial margin models
Murphy, David
;
Vause, Nicholas
- In:
The journal of financial market infrastructures
9
(
2021
)
4
,
pp. 27-50
Persistent link: https://www.econbiz.de/10013269989
Saved in:
4
Too much, too young : improving the client clearing mandate
Murphy, David
- In:
The journal of financial market infrastructures
8
(
2020
)
3
,
pp. 29-50
Persistent link: https://www.econbiz.de/10012662423
Saved in:
5
Got to be certain : the legal framework for CCP default management processes
Braithwaite, Jo
;
Murphy, David
-
2016
Persistent link: https://www.econbiz.de/10011545767
Saved in:
6
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
Saved in:
7
Who pays? Who gains? : central counterparty resource provision in the post-Pittsburgh world
Cerezetti, Fernando
;
Lopez, Jorge Cruz
;
Manning, Mark
; …
- In:
The journal of financial market infrastructures
7
(
2019
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012020391
Saved in:
8
Central counterparties in crisis : International Commodities Clearing House, New Zealand Futures and Options Exchange and the Stephen Francis Affair
Budding, Edward
;
Cox, Robert T.
;
Murphy, David
- In:
The journal of financial market infrastructures
4
(
2016
)
3
,
pp. 65-92
Persistent link: https://www.econbiz.de/10011485388
Saved in:
9
Identifying historical episodes for central counterparty stress testing
Murphy, David
;
Macdonald, David
- In:
The journal of financial market infrastructures
4
(
2016
)
3
,
pp. 93-115
Persistent link: https://www.econbiz.de/10011485396
Saved in:
10
I want security : stylized facts about central counterparty collateral and its systemic context
Holden, Henry
;
Houllier, Melanie
;
Murphy, David
- In:
The journal of financial market infrastructures
5
(
2016
)
2
,
pp. 53-75
Persistent link: https://www.econbiz.de/10011673758
Saved in:
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