Similar Search Results

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

Reducing margin procyclicality at central counterparties

Raykov, Radoslav - In: The journal of financial market infrastructures 7 (2018) 2, pp. 43-59

Persistent link: https://www.econbiz.de/10011996752

Global financial stability - the road ahead

Dudley, William - Federal Reserve Bank of New York - 2014

Remarks at the Tenth Asia-Pacific High Level Meeting on Banking Supervision, Auckland, New Zealand

Persistent link: https://www.econbiz.de/10010752050

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

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

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

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

CoMargin

Lopez, Jorge Cruz; Harris, Jeffrey; Hurlin, Christophe; … - HAL - 2014

We present CoMargin, a new methodology to estimate collateral requirements in derivatives central counterparties (CCPs). CoMargin depends on both the tail risk of a given market participant and its interdependence with other participants. Our approach internalizes trading externalities and...

Persistent link: https://www.econbiz.de/10010899571

More resilient, better managed, less complex: strengthening FMUs and linkages in the system

Dahlgren, Sarah J. - Federal Reserve Bank of New York - 2014

Remarks at the Securities Industry and Financial Markets Association Conference, Boca Raton, Florida

Persistent link: https://www.econbiz.de/10010774309