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One for my baby (and one more for the road) : incentives, default waterfalls and central counterparty skin-in-the-game
Lewis, Rebecca; McPartland, John - In: The journal of financial market infrastructures 6 (2018) 4, pp. 55-70
Persistent link: https://www.econbiz.de/10011912758
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Procyclicality of central counterparty margin models : systemic problems need systemic approaches
Gurrola-Perez, Pedro - In: The journal of financial market infrastructures 10 (2021) 1, pp. 23-55
Persistent link: https://www.econbiz.de/10014335781
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Concentration in cleared derivatives : the case for broadening access to direct central counterparty clearing
Alvarez, Nahiomy; McPartland, John - In: The journal of financial market infrastructures 8 (2020) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10012662417
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A descriptive analysis of the client clearing network in the European derivatives landscape
Kahros, Argyris; Pioli, Alessandro; Carraro, Thomas; … - In: The journal of financial market infrastructures 9 (2020) 1, pp. 95-123
Persistent link: https://www.econbiz.de/10012662509
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Central counterparties : magic relighting candles?
Turing, Dermot - In: The journal of financial market infrastructures 8 (2019) 1, pp. 27-49
Persistent link: https://www.econbiz.de/10012373184
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Central counterparty exposure in stressed markets
Huang, Wenqian; Menkveld, Albert J.; Yu, Shihao - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3596-3617
Persistent link: https://www.econbiz.de/10012606958
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Central counterparties and systemic stability
Jessé, Marc Bayle de - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 121-129
Persistent link: https://www.econbiz.de/10011912391
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Risk mutualization and financial stability : recovering and resolving a central counterparty
Raykov, Radoslav S. - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 163-185
Persistent link: https://www.econbiz.de/10011912397
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Central counterparty resolution : an unresolved problem
Kumar, Manmohan S.; Turing, Dermot - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 187-206
Persistent link: https://www.econbiz.de/10011912401
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Construction of hypothetical scenarios for central counterparty stress tests using vine copulas
Bhanu, Aniket; Virmani, Vineet - In: The journal of financial market infrastructures 10 (2022) 4, pp. 29-53
Persistent link: https://www.econbiz.de/10014538750