Similar Search Results

Analyzing financial risk and profitability in the UAE banking sector

Ibrahim, Mukdad - In: International journal of finance & banking studies : JJFBS 12 (2023) 1, pp. 41-47

Persistent link: https://www.econbiz.de/10014308012

Managing risk in multi-asset class, multimarket central counterparties : the CORE approach

Vicente, Luis A. B. G.; Cerezetti, F. V.; De Faria, S. R.; … - In: Journal of banking & finance 51 (2015), pp. 119-130

Persistent link: https://www.econbiz.de/10011377281

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

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

Central clearing and systemic liquidity risk

King, Thomas B.; Nesmith, Travis D.; Paulson, Anna Louise; … - 2020

Persistent link: https://www.econbiz.de/10012388264

Stress-testing of liquidity risk in TARGET2

Papsdorf, Patrick (contributor); Arciero, Luca (contributor) - Europäische Zentralbank / Group on TARGET2 Stress Testing - 2017

The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...

Persistent link: https://www.econbiz.de/10011627053

A network model for central counterparty liquidity risk stress testing under incomplete information

Wong, Max Chan Yue; Pei, Patrick Ge; Yee, Lam Xin - In: The journal of financial market infrastructures 5 (2017) 3, pp. 25-55

Persistent link: https://www.econbiz.de/10011673769

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

Central clearing and systemic liquidity risk

King, Thomas B.; Nesmith, Travis D.; Paulson, Anna Louise; … - 2019

By stepping between bilateral counterparties, a central counterparty (CCP) transforms credit exposure. CCPs generally improve financial stability. Nevertheless, large CCPs are by nature concentrated and interconnected with major global banks. Moreover, although they mitigate credit risk, CCPs...

Persistent link: https://www.econbiz.de/10012130105

Managing market liquidity risk in central counterparties

Benos, Evangelos; Gurrola-Perez, Pedro; Wood, Michael - In: The journal of financial market infrastructures 5 (2017) 4, pp. 105-125

Persistent link: https://www.econbiz.de/10011729248