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Your skin or mine : ensuring the viability of a central counterparty
Friesz, Melinda; Váradi, Kata - In: Emerging markets review 57 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014478626
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A dynamic model of central counterparty risk
Bielecki, Tomasz R.; Cialenco, Igor; Feng, Shibi - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
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Securitization and aggregate investment efficiency
Mirza, Afrasiab; Stephens, Eric - In: Journal of financial intermediation 52 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013552482
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Revealed Beliefs about Responsible Investing : Evidence from Mutual Fund Managers
Orlov, Vitaly; Ramelli, Stefano; Wagner, Alexander F. - 2023
What do asset managers believe regarding the financial performance of Environmental, Social, and Governance (ESG) investment strategies? We address this question by exploring the relationship between fund managers’ co-ownership and portfolio ESG performance. Managers with more “skin in the...
Persistent link: https://www.econbiz.de/10014258375
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An effective recovery and resolution regime for central counterparties
In: The journal of financial market infrastructures 3 (2015) 3, pp. 51-70
Persistent link: https://www.econbiz.de/10011309732
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Central counterparties need thicker skins
Albuquerque, Vijay; Perkins, Christopher; Rafi, Mariam - In: The journal of financial market infrastructures 4 (2016) 3, pp. 55-63
Persistent link: https://www.econbiz.de/10011485310
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The economics of central clearing
Menkveld, Albert J.; Vuillemey, Guillaume - In: Annual review of financial economics 13 (2021), pp. 153-178
Persistent link: https://www.econbiz.de/10012612508
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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
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I've got you under my skin : large central counterparty financial resources and the incentives they create
Murphy, David - In: The journal of financial market infrastructures 5 (2017) 3, pp. 57-74
Persistent link: https://www.econbiz.de/10011673772
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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