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Mitigating margin procyclicality : the effectiveness of anti-procyclicality measures during the Covid-19 stress event
Kahros, Argyris; Weißler, Marco - In: The journal of financial market infrastructures 10 (2022) 3, pp. 69-97
Persistent link: https://www.econbiz.de/10014335794
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The economics of central clearing
Menkveld, Albert J.; Vuillemey, Guillaume - In: Annual review of financial economics 13 (2021), pp. 153-178
Persistent link: https://www.econbiz.de/10012612508
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Does central clearing benefit risky dealers?
Mayordomo, Sergio; Posch, Peter N. - In: Journal of international financial markets, … 42 (2016), pp. 91-100
Persistent link: https://www.econbiz.de/10011673419
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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
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Does OTC derivatives reform incentivize central clearing?
Ghamami, Samim; Glasserman, Paul - In: Journal of financial intermediation 32 (2017), pp. 76-87
Persistent link: https://www.econbiz.de/10011822437
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The new OTC derivatives landscape : (more) transparency, liquidity, and electronic trading
Zazzara, Cristiano - In: Journal of banking regulation 21 (2020) 2, pp. 170-187
Persistent link: https://www.econbiz.de/10012590451
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Do central counterparties reduce counterparty and liquidity risk? : empirical results
León, Carlos; Marino, Ricardo; Cadena, Carlos - In: Algorithmic finance 9 (2021) 1/2, pp. 24-34
Persistent link: https://www.econbiz.de/10013167477
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Procyclical variation margins in central clearing
Jin, YangKyu; Suh, Sangwon - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014491949
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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
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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