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Valuing the futures market clearinghouse's default exposure during the 1987 crash

Bates, David S.; Craine, Roger N. - In: Journal of money, credit and banking : JMCB 31 (1999) 2, pp. 248-272

Persistent link: https://www.econbiz.de/10001397768

Valuing the futures-market performance guarantee

Craine, Roger N. - In: Macroeconomic dynamics 1 (1997) 4, pp. 701-719

Persistent link: https://www.econbiz.de/10001630092

Valuing the futures market performance guarantee

Craine, Roger N. - 1996

Persistent link: https://www.econbiz.de/10001442564

Skin in the game : central counterparty risk controls and incentives

Carter, Louise; Garner, Megan - In: The journal of financial market infrastructures 4 (2016) 3, pp. 39-54

Persistent link: https://www.econbiz.de/10011485279

Die neue Marktinfrastruktur im OTC Derivatehandel : eine Untersuchung im Lichte der institutionellen Wechselwirkung von Recht und Finanzwesen mit Bezügen zum deutschen, englischen...

Weber, Max - 2019 - 1. Auflage

Persistent link: https://www.econbiz.de/10012134920

Always crashing in the same car : clearinghouse rescue in the United States under Dodd-Frank

Lubben, Stephen J. - In: Journal of financial regulation 3 (2017) 2, pp. 133-158

Persistent link: https://www.econbiz.de/10011739073

Optimal margining and margin relief in centrally cleared derivatives markets

Raykov, Radoslav S. - 2014

A major policy challenge posed by derivatives clearinghouses is that their collateral requirements can rise sharply in times of stress, reducing market liquidity and further exacerbating downturns. Smoothing sharp changes in collateral requirements - an approach known as through-the-cycle...

Persistent link: https://www.econbiz.de/10010363550

Centralized clearing for credit derivatives

Acharya, Viral V.; Engle, Robert F.; Figlewski, Stephen; … - In: Restoring financial stability : how to repair a failed …, (pp. 251-268). 2009

Persistent link: https://www.econbiz.de/10003827517

Valuing the Futures Market Clearinghouse's Default Exposure During the 1987 Crash

Bates, David S. - 2008

. During the October 1987 market crash rumors spread that a major clearinghouse might fail. This paper presents estimates of …

Persistent link: https://www.econbiz.de/10012774903

OTC premia

Cenedese, Gino; Ranaldo, Angelo; Vasios, Michalis - In: Journal of financial economics 136 (2020) 1, pp. 86-105

Persistent link: https://www.econbiz.de/10012545370

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