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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

Linkages in global financial market during financial crises: a comparison of the periods 1995-2000 and 2007-2009

Doman, Malgorzata; Doman, Ryszard - In: International Journal of Financial Markets and Derivatives 1 (2010) 4, pp. 371-394

The aim of the paper is to describe and compare the dynamics of linkages between stock markets during financial crises. We investigate similarities and differences between the patterns of changes in the conditional dependence structure during the 1997 Asian and 1998 Russian financial crises, and...

Persistent link: https://www.econbiz.de/10008755250

Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets

So, Mike; Tse, Alex - In: Asia-Pacific Financial Markets 16 (2009) 3, pp. 183-210

Persistent link: https://www.econbiz.de/10004976854

Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement

González Sánchez, Mariano; Nave Pineda, Juan M. - In: International review of financial analysis 86 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014248319

Extreme linkages between foreign exchange and general financial markets

Wu, Chih-Chiang; Chen, Wei Peng; Korsakul, Nattawadee - In: Pacific-Basin finance journal 65 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013209544

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

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

A CCP is a CCP is a CCP

Cox, Robert T.; Steigerwald, Robert S. - In: The journal of financial market infrastructures 6 (2018) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10011912752

One for my baby (and one more for the road) : incentives, default waterfalls and central counterparty skin-in-the-game

Lewis, Rebecca; McPartland, John - In: The journal of financial market infrastructures 6 (2018) 4, pp. 55-70

Persistent link: https://www.econbiz.de/10011912758

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

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