Search Results - subject:"Central counterparties"

Lopez, Jorge Cruz; Harris, Jeffrey; Hurlin, Christophe; … - HAL - 2014

We present CoMargin, a new methodology to estimate collateral requirements in derivatives central counterparties (CCPs …

Persistent link: https://www.econbiz.de/10010899571

Non-dealer Clearing of Over-the-counter Derivatives

Clarke, Ashwin; Ryan, Paul - In: RBA Bulletin (2014) March, pp. 77-88

central counterparties (CCPs). Accordingly, an increasing proportion of OTC derivatives are now centrally cleared …

Persistent link: https://www.econbiz.de/10010990951

An Empirical Analysis of Futures Margin Changes: Determinants and Policy Implications

Abruzzo, Nicole; Park, Yang-Ho - Federal Reserve Board (Board of Governors of the … - 2014

, leading to a build-up of excess leverage in good times and a forced deleverage in bad times. Second, competition among central … counterparties (CCPs) can result in lower margin levels in order to attract more trading volume, which is referred to as a "race to …

Persistent link: https://www.econbiz.de/10011075125

Global financial stability - the road ahead

Dudley, William - Federal Reserve Bank of New York - 2014

Remarks at the Tenth Asia-Pacific High Level Meeting on Banking Supervision, Auckland, New Zealand

Persistent link: https://www.econbiz.de/10010752050

Resolution of failing central counterparties

Duffie, Darrell - 2014

A central counterparty (CCP) is a financial market utility that lowers counterparty default risk on specified financial contracts by acting as a buyer to every seller, and as a seller to every buyer. When at risk of failure, a CCP could be forced into a normal insolvency process such as...

Persistent link: https://www.econbiz.de/10011862010

Capital Requirements for Over-the-Counter Derivatives Central Counterparties

Lin, Li; Surti, Jay - International Monetary Fund (IMF) - 2013

The central counterparties dominating the market for the clearing of over-the-counter interest rate and credit …

Persistent link: https://www.econbiz.de/10011142162

Recovery and Resolution of Central Counterparties

Gibson, Matt - In: RBA Bulletin (2013) December, pp. 39-48

The increasing importance of central counterparties (CCPs) to financial stability has prompted regulators to take steps …

Persistent link: https://www.econbiz.de/10010815244

The centrally cleared interest rate derivatives market : how are clients changing the risk perspective?

Fiedor, Pawel; Lapschies, Sarah; Orszaghova, Lucia - In: The journal of financial market infrastructures 7 (2018) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10011996731

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

The clearing of euro OTC derivatives post Brexit : why a uniform regulation and supervision of CCPs is essential for European financial stability

Brühl, Volker - In: Credit and capital markets : Kredit und Kapital 51 (2018) 3, pp. 345-365

Persistent link: https://www.econbiz.de/10011948464