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Central counterparty loss allocation and transmission of financial stress
Heath, Alexandra
;
Kelly, Gerard
;
Manning, Mark
-
2015
Persistent link: https://www.econbiz.de/10012497636
Saved in:
2
Clearinghouse loan certificates as interbank loans in the United States, 1860-1913
Hoag, Christopher
- In:
Financial history review
23
(
2016
)
3
,
pp. 303-324
Persistent link: https://www.econbiz.de/10011713205
Saved in:
3
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
Saved in:
4
Framework for supervisory stress testing of central counterparties (CCPs)
Bank für Internationalen Zahlungsausgleich / Committee …
;
…
-
2018
Persistent link: https://www.econbiz.de/10011936779
Saved in:
5
Stress testing networks : the case of central counterparties
Berner, Richard B.
;
Cecchetti, Stephen G.
;
Schoenholtz, …
-
2019
Persistent link: https://www.econbiz.de/10012127811
Saved in:
6
Optimal central counterparty risk management
Haene, Philipp
;
Sturm, Andreas
-
2009
Persistent link: https://www.econbiz.de/10003939986
Saved in:
7
Capital requirements for over-the-counter derivatives central counterparties
Lin, Li
;
Surti, Jay
- In:
Journal of banking & finance
52
(
2015
),
pp. 140-155
Persistent link: https://www.econbiz.de/10011377350
Saved in:
8
Static models of central counterparty risk
Ghamami, Samim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011333478
Saved in:
9
Central
clearing
and collateral demand
Duffie, Darrell
;
Scheicher, Martin
;
Vuillemey, Guillaume
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 237-256
Persistent link: https://www.econbiz.de/10011348524
Saved in:
10
FX counterparty risk and trading activity in currency forward and futures markets
Levich, Richard M.
- In:
Review of financial economics : RFE
21
(
2012
)
3
,
pp. 102-110
Persistent link: https://www.econbiz.de/10009703038
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