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71
Central counterparties can reduce, but also cause risks
Korpinen, Kasperi
- In:
Bank of Finland bulletin
(
2016
)
2
,
pp. 81-85
Persistent link: https://www.econbiz.de/10012041047
Saved in:
72
Die Funktionsweise und Effizienz eines "Real-Time-Gross-Settlement-(RTGS)"-Systems : die Modellierung des Liquiditätsverhaltens von Geschäftsbanken im Rahmen eines spieltheoretisch...
Bibus, Katharina
-
1999
Persistent link: https://www.econbiz.de/10004594196
Saved in:
73
Central Counterparty Links and
Clearing
System Exposures
Cox, Nathanael
;
Garvin, Nicholas
;
Kelly, Gerard
-
Reserve Bank of Australia
-
2013
maintain multiple CCP memberships. While links enable exposure to be reduced by allowing
netting
across CCPs, CCPs become …
Persistent link: https://www.econbiz.de/10010815228
Saved in:
74
Choice of margin period of risk and
netting
for computing margins in central counterparty clearinghouses : a Monte Carlo investigation
Varma, Jayanth Rama
;
Virmani, Vineet
- In:
The journal of financial market infrastructures
10
(
2021
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013530785
Saved in:
75
Managing the rising tide of settlement risk in cross-border payments and the future development of CLS
Jessé, Marc Bayle de
- In:
Journal of payments strategy & systems
16
(
2022
)
3
,
pp. 277-282
Persistent link: https://www.econbiz.de/10014267062
Saved in:
76
Central Counterparty Loss Allocation and Transmission of Financial Stress
Heath, Alexandra
;
Kelly, Gerard
;
Manning, Mark
-
Reserve Bank of Australia
-
2015
clearing
configurations, but extends the analysis in two main ways. First, rather than using simulated data, it uses actual …
Persistent link: https://www.econbiz.de/10011202988
Saved in:
77
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
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78
Discussion of Central Bank Liquidity Provision and Core Funding Markets
Boge, Matthew
-
Reserve Bank of Australia
Persistent link: https://www.econbiz.de/10010815221
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79
Central Bank Liquidity Provision and Core Funding Markets
Johnson, Grahame
;
Santor, Eric
-
Reserve Bank of Australia
Persistent link: https://www.econbiz.de/10010732675
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80
Portugal; Financial Sector Assessment Program: Detailed Assessment of Observance of IOSCO Objectives and Principles of Securities Regulation
International Monetary Fund (IMF)
;
International …
-
2007
This Detailed Assessment of the Observance of International Organization of Securities Commissions (IOSCO) Objectives and Principles of Securities Regulation for Portugal assesses the securities market. The legal and regulatory framework authorizes banks to provide investment services under a...
Persistent link: https://www.econbiz.de/10011244809
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