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Persistent link: https://www.econbiz.de/10011751858
How do crises affect Central clearing Counterparties (CCPs)? We focus on CCPs that clear and guarantee a large and safe segment of the repo market during the Eurozone sovereign debt crisis. We start by developing a simple framework to infer CCP stress, which can be measured through the...
Persistent link: https://www.econbiz.de/10011974873