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The role of collateral in supporting liquidity
Baranova, Yuliya; Liu, Zijun; Noss, Joseph - 2016
Persistent link: https://www.econbiz.de/10011557382
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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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Central counterparties and liquidity provision in cash markets
Richter, Thomas - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-26
This paper investigates increased liquidity provision by market makers resulting from their ability to reduce balance …-by-trade data from sovereign bond markets, we show that liquidity provision by CCP members decreased to a lesser extent following …
Persistent link: https://www.econbiz.de/10012798918
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Protecting collateral contributions under the mandatory clearing regime
Stanfield, Eugene - In: Journal of securities operations & custody 7 (2014/2015) 2, pp. 113-127
Persistent link: https://www.econbiz.de/10011486556
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The impact of regulation on buyside users of derivatives
Lund, John - In: Journal of securities operations & custody 9 (2017) 3, pp. 206-214
Persistent link: https://www.econbiz.de/10011845129
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Liquidation, leverage and optimal margin in bitcoin futures markets
Cheng, Zhiyong; Deng, Jun; Wang, Tianyi; Yu, Mei - In: Applied economics 53 (2021) 47, pp. 5415-5428
Persistent link: https://www.econbiz.de/10012626891
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Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets
Cheng, Zhiyong; Deng, Jun; Wang, Tianyi; Yu, Mei - 2021
Using the generalized extreme value theory to characterize tail distributions, we address liqui- dation, leverage, and …
Persistent link: https://www.econbiz.de/10013241565
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Relevance of risk capital and margining for the valuation of power plants : cash requirements for credit risk mitigation
Lang, Joachim; Madlener, Reinhard - 2010
Persistent link: https://www.econbiz.de/10003950410
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The effect of foreign currency hedging on the probability of financial distress
Magee, Shane - In: Accounting and finance : journal of the Accounting … 53 (2013) 4, pp. 1107-1127
Persistent link: https://www.econbiz.de/10010240259
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Liquidity tail risk and credit default swap spreads
Irresberger, Felix; Weiß, Gregor; Gabrysch, Janet; … - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884