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Central counterparty auctions...
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1
Central counterparty
auction
design
Ferrara, Gerardo
;
Li, Xin
;
Marszalec, Daniel
- In:
The journal of financial market infrastructures
8
(
2019
)
2
,
pp. 47-58
Persistent link: https://www.econbiz.de/10012373192
Saved in:
2
Estimating "hedge and
auction
" liquidation costs in central counterparties : a closeout risk approach
Vicente, Luis A. B. G.
;
Cerezetti, Fernando
;
Genaro, Alan de
- In:
The journal of financial market infrastructures
6
(
2017
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011779047
Saved in:
3
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
Saved in:
4
Do central counterparties reduce counterparty and liquidity risk? : empirical results
León, Carlos
;
Marino, Ricardo
;
Cadena, Carlos
- In:
Algorithmic finance
9
(
2021
)
1/2
,
pp. 24-34
Persistent link: https://www.econbiz.de/10013167477
Saved in:
5
Futures-friendly derivatives : a fix for the over-the-counter derivatives mess
Dew, James Kurt
- In:
International journal of financial innovation in …
1
(
2016
)
1/2
,
pp. 99-108
Persistent link: https://www.econbiz.de/10011668562
Saved in:
6
Credit default swap
auctions
and price discovery
Helwege, Jean
;
Maurer, Samuel
;
Sarkar, Asani
;
Wang, Yuan
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
Saved in:
7
Bidding under auctioneer default risk
Lorentziadis, Panos L.
- In:
Omega : the international journal of management science
49
(
2014
),
pp. 123-133
Persistent link: https://www.econbiz.de/10010411421
Saved in:
8
Participation and welfare in
auctions
with default
Lee, Joosung
;
Li, Daniel Z.
- In:
Economics letters
183
(
2019
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012122630
Saved in:
9
Capital requirements for over-the-counter derivatives central counterparties
Lin, Li
;
Surti, Jay
- In:
Journal of banking & finance
52
(
2015
),
pp. 140-155
Persistent link: https://www.econbiz.de/10011377350
Saved in:
10
Central
clearing
and collateral demand
Duffie, Darrell
;
Scheicher, Martin
;
Vuillemey, Guillaume
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 237-256
Persistent link: https://www.econbiz.de/10011348524
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