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Paddrik, Mark; Rajan, Sriram; Young, H. Peyton - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3603-3616

Persistent link: https://www.econbiz.de/10012289183

Contagion in derivatives markets

Paddrik, Mark; Rajan, Sriram; Young, H. Peyton - 2017

Persistent link: https://www.econbiz.de/10011752480

How safe are central counterparties in derivatives markets?

Paddrik, Mark; Young, H. Peyton - 2017

Persistent link: https://www.econbiz.de/10011669719

How safe are central counterparties in credit default swapmarkets?

Paddrik, Mark; Young, H. Peyton - 2019

Persistent link: https://www.econbiz.de/10012196190

How safe are central counterparties in credit default swap markets?

Paddrik, Mark; Young, H. Peyton - In: Mathematics and financial economics 15 (2021) 1, pp. 41-57

Persistent link: https://www.econbiz.de/10012433631

Contagion in the CDS market

Paddriky, Mark; Rajanz, Sriram; Young, H. Peyton - 2017

Persistent link: https://www.econbiz.de/10011630278

Stressed to the core : counterparty concentrations and systemic losses in CDS markets

Cetina, Jill; Paddrik, Mark; Rajan, Sriram - In: Journal of financial stability 35 (2018), pp. 38-52

Persistent link: https://www.econbiz.de/10012156834

Stressed to the Core : Counterparty Concentrations and Systemic Losses in CDS Markets

Cetina, Jill - 2016

Supervisory stress testing to date has focused on the resiliency of large banks to withstand the direct effects of a credit shock. Using data from Depository Trust & Clearing Corporation (DTCC), we apply the Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) supervisory scenarios...

Persistent link: https://www.econbiz.de/10012997182