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~subject:"Kreditrisiko"
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Search: subject:"Central Counterparties (CCPs)"
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Kreditrisiko
central counterparties (CCPs)
19
Clearing
16
Financial clearing
16
Financial market regulation
12
Finanzmarktregulierung
12
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11
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resolution
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Huang, Wenqian
3
Gurrola-Perez, Pedro
2
Menkveld, Albert J.
2
Yu, Shihao
2
Benos, Evangelos
1
Bhanu, Aniket
1
Carter, Louise
1
Cerezetti, Fernando
1
Garner, Megan
1
Kumar, Manmohan S.
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Maruyama, Atsushi
1
Raykov, Radoslav
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Raykov, Radoslav S.
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The journal of financial market infrastructures
8
Working papers / Bank for International Settlements
2
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
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1
Model risk at central counterparties : is skin-in-the-game a game changer?
Huang, Wenqian
;
Takáts, Előd
-
2020
Persistent link: https://www.econbiz.de/10012238836
Saved in:
2
Construction of hypothetical scenarios for central counterparty stress tests using vine copulas
Bhanu, Aniket
;
Virmani, Vineet
- In:
The journal of financial market infrastructures
10
(
2022
)
4
,
pp. 29-53
Persistent link: https://www.econbiz.de/10014538750
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3
Central counterparty exposure in stressed markets
Huang, Wenqian
;
Menkveld, Albert J.
;
Yu, Shihao
-
2019
Persistent link: https://www.econbiz.de/10012168941
Saved in:
4
Procyclicality of central counterparty margin models : systemic problems need systemic approaches
Gurrola-Perez, Pedro
- In:
The journal of financial market infrastructures
10
(
2021
)
1
,
pp. 23-55
Persistent link: https://www.econbiz.de/10014335781
Saved in:
5
Central counterparty exposure in stressed markets
Huang, Wenqian
;
Menkveld, Albert J.
;
Yu, Shihao
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3596-3617
Persistent link: https://www.econbiz.de/10012606958
Saved in:
6
Central counterparty anti-procyclicality tools : a closer assessment
Maruyama, Atsushi
;
Cerezetti, Fernando
- In:
The journal of financial market infrastructures
7
(
2019
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012104987
Saved in:
7
Reducing margin procyclicality at central counterparties
Raykov, Radoslav
- In:
The journal of financial market infrastructures
7
(
2018
)
2
,
pp. 43-59
Persistent link: https://www.econbiz.de/10011996752
Saved in:
8
Managing market liquidity risk in central counterparties
Benos, Evangelos
;
Gurrola-Perez, Pedro
;
Wood, Michael
- In:
The journal of financial market infrastructures
5
(
2017
)
4
,
pp. 105-125
Persistent link: https://www.econbiz.de/10011729248
Saved in:
9
Risk mutualization and financial stability : recovering and resolving a central counterparty
Raykov, Radoslav S.
- In:
The journal of financial market infrastructures
6
(
2017/2018
)
2/3
,
pp. 163-185
Persistent link: https://www.econbiz.de/10011912397
Saved in:
10
Central counterparty resolution : an unresolved problem
Kumar, Manmohan S.
;
Turing, Dermot
- In:
The journal of financial market infrastructures
6
(
2017/2018
)
2/3
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011912401
Saved in:
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