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Securitization and aggregate investment efficiency

Mirza, Afrasiab; Stephens, Eric - In: Journal of financial intermediation 52 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013552482

Loss absorption capacity of central counterparties : evidence from EU-authorised CCPs, part I

Rec, Weronika - In: Bank i kredyt 50 (2019) 4, pp. 329-346

Persistent link: https://www.econbiz.de/10012502784

Loss absorption capacity of central counterparties : evidence from EU-authorised CCPs, part II

Rec, Weronika - In: Bank i kredyt 50 (2019) 5, pp. 429-455

Persistent link: https://www.econbiz.de/10012144854

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

Risk mutualization in central clearing : an answer to the cross-guarantee phenomenon from the financial stability viewpoint

Friesz, Melinda; Muratov-Szabó, Kira; Prepuk, Andrea; … - In: Risks : open access journal 9 (2021) 8, pp. 1-19

Central counterparties' (CCPs) role is to take over the counterparty risk during trading. To fulfill its role, a CCP needs to operate a multi-level guarantee system that can absorb losses of clearing members' defaults. Our main question is how the size of the guarantee system changes and how the...

Persistent link: https://www.econbiz.de/10012612395

What do central counterparty default funds really cover? : a network-based stress test answer

Poce, Giulia; Cimini, Giulio; Gabrielli, Andrea; … - In: The journal of network theory in finance 4 (2018) 4, pp. 42-57

Persistent link: https://www.econbiz.de/10012005467

Central counterparty exposure in stressed markets

Huang, Wenqian; Menkveld, Albert J.; Yu, Shihao - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3596-3617

Persistent link: https://www.econbiz.de/10012606958

Central counterparties and systemic stability

Jessé, Marc Bayle de - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 121-129

Persistent link: https://www.econbiz.de/10011912391

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

Central counterparty resolution : an unresolved problem

Kumar, Manmohan S.; Turing, Dermot - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 187-206

Persistent link: https://www.econbiz.de/10011912401