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Networks of Counterparties in the Centrally Cleared Eu-Wide Interest Rate Derivatives Market

Fiedor, Pawel; Lapschies, Sarah; Orszaghova, Lucia - 2021

looking at counterparty relations within both direct (house) clearing and client clearing. Since the majority of the gross … notional is transferred within central counterparties and their clearing members, client clearing is often neglected in the … literature, despite its significance in terms of net exposures. We find that the client clearing structure is very strongly …

Persistent link: https://www.econbiz.de/10013248958

Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market

Fiedor, Paweł; Lapschies, Sarah; Országhová, Lucia - 2017

Persistent link: https://www.econbiz.de/10011978321

The centrally cleared interest rate derivatives market : how are clients changing the risk perspective?

Fiedor, Pawel; Lapschies, Sarah; Orszaghova, Lucia - In: The journal of financial market infrastructures 7 (2018) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10011996731

The impact of the leverage ratio onclient clearing

Smith, Jonathan Acosta; Ferrara, Gerardo; Rodríguez … - 2018

Persistent link: https://www.econbiz.de/10011918243

Policy perspectives on OTC derivatives market infrastructure

Duffie, Darrell; Li, Ada; Lubke, Theodore J. - 2010 - Rev.

In the wake of the recent financial crisis, over-the-counter (OTC) derivatives have been blamed for increasing systemic risk. Although OTC derivatives were not a central cause of the crisis, the complexity and limited transparency of the market reinforced the potential for excessive risk-taking,...