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~person:"Vause, Nicholas"
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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
Saved in:
2
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:
3
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:
4
Collateral requirements for mandatory central clearing of over-the-counter derivatives
Heller, Daniel
;
Vause, Nicholas
-
2012
Persistent link: https://www.econbiz.de/10009535778
Saved in:
5
Expansion of central clearing
Heller, Daniel
;
Vause, Nicholas
- In:
BIS quarterly review : international banking and …
(
2011
),
pp. 67-81
Persistent link: https://www.econbiz.de/10009158114
Saved in:
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