Showing 1 - 10 of 447
Persistent link: https://www.econbiz.de/10012599532
This paper studies the risk management of central counterparties (CCPs) using a granular transaction-level dataset. We test whether margining practices are sufficient relative to portfolio risk and whether CCPs reduce margin requirements in a ‟race-to-the-bottom." We find that, for some...
Persistent link: https://www.econbiz.de/10012793428
Persistent link: https://www.econbiz.de/10014271246
Persistent link: https://www.econbiz.de/10014272695
Persistent link: https://www.econbiz.de/10000492676
Persistent link: https://www.econbiz.de/10000874812
Persistent link: https://www.econbiz.de/10000878031
Persistent link: https://www.econbiz.de/10000881110
Persistent link: https://www.econbiz.de/10000934742
Persistent link: https://www.econbiz.de/10000849976