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Skin in the game : central counterparty risk controls and incentives
Carter, Louise; Garner, Megan - In: The journal of financial market infrastructures 4 (2016) 3, pp. 39-54
Persistent link: https://www.econbiz.de/10011485279
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Identifying historical episodes for central counterparty stress testing
Murphy, David; Macdonald, David - In: The journal of financial market infrastructures 4 (2016) 3, pp. 93-115
Persistent link: https://www.econbiz.de/10011485396
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The trade-off between liquidity risk and counterparty risk in money market networks
León, Carlos; Sarmiento, Miguel - In: The journal of financial market infrastructures 9 (2020) 2, pp. 27-53
Persistent link: https://www.econbiz.de/10012803304
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Climate risk and central counterparty risk management
Bryan, Andrew; Cerezetti, Fernando; Klasén, Karl; … - In: The journal of financial market infrastructures 9 (2021) 4, pp. 63-68
Persistent link: https://www.econbiz.de/10013269992
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Supervisory stress testing for central counterparties : a macroprudential, two-tier approach
Anderson, Edward; Cerezetti, Fernando; Manning, Mark - In: The journal of financial market infrastructures 8 (2019) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10012373171
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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
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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
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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
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Estimating "hedge and auction" liquidation costs in central counterparties : a closeout risk approach
Vicente, Luis A. B. G.; Cerezetti, Fernando; Genaro, Alan de - In: The journal of financial market infrastructures 6 (2017) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011779047
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Nondefault loss allocation at central counterparties
Lewis, Rebecca; McPartland, John - In: The journal of financial market infrastructures 6 (2017) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10011779051