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A map of collateral uses and flows
Aguiar, Andrea; Bookstaber, Richard M.; Kenett, Dror Y.; … - In: The journal of financial market infrastructures 5 (2016) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011673730
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The end of the waterfall : default resources of central counterparties
Cont, Rama - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 365-389
Persistent link: https://www.econbiz.de/10011531210
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Optimal central counterparty risk management
Haene, Philipp; Sturm, Andreas - 2009
Persistent link: https://www.econbiz.de/10003939986
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Central clearing and systemic liquidity risk
King, Thomas B.; Nesmith, Travis D.; Paulson, Anna Louise; … - 2020
Persistent link: https://www.econbiz.de/10012388264
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Central clearing and systemic liquidity risk
King, Thomas B.; Nesmith, Travis D.; Paulson, Anna Louise; … - 2019
By stepping between bilateral counterparties, a central counterparty (CCP) transforms credit exposure. CCPs generally improve financial stability. Nevertheless, large CCPs are by nature concentrated and interconnected with major global banks. Moreover, although they mitigate credit risk, CCPs...
Persistent link: https://www.econbiz.de/10012130105
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A comparative analysis of tools to limit the procyclicality of initial margin requirements
Murphy, David; Vasios, Michalis; Vause, Nicholas - 2016
Persistent link: https://www.econbiz.de/10011480672
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Systemic risk in central counterparty clearing houses
Anonymous - In: Journal of risk management in financial institutions 7 (2014) 3, pp. 226-230
Persistent link: https://www.econbiz.de/10010413341
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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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CDS spreads in the aftermath of central clearing
Kaya, Orcun - In: International journal of financial markets and derivatives 6 (2017) 2, pp. 75-101
Persistent link: https://www.econbiz.de/10011862374
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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