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The economics of central clearing

Menkveld, Albert J.; Vuillemey, Guillaume - In: Annual review of financial economics 13 (2021), pp. 153-178

Persistent link: https://www.econbiz.de/10012612508

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

The distribution of clearing members’ risk exposure and how it matters

Lewandowska, Olga; Mai, Edgar - In: The journal of financial market infrastructures 7 (2018) 2, pp. 29-42

Persistent link: https://www.econbiz.de/10011996740

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