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A dynamic model of central counterparty risk
Bielecki, Tomasz R.; Cialenco, Igor; Feng, Shibi - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
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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
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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
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A technical note on Australian default superannuation investment strategies
Iskra, Loretta - In: Australasian accounting business and finance journal : AABF 6 (2012) 2, pp. 113-120
Persistent link: https://www.econbiz.de/10010244269
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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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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
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Peer monitoring via loss mutualization
Palazzo, Francesco - 2016
Persistent link: https://www.econbiz.de/10011940039
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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