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Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market

Fiedor, Paweł; Lapschies, Sarah; Országhová, Lucia - 2017

looking at counterparty relations within both direct (house) clearing and client clearing. Since the majority of the gross … notional is transferred within central counterparties and their clearing members, client clearing is often neglected in the … literature, despite its significance in terms of net exposures. We find that the client clearing structure is very strongly …

Persistent link: https://www.econbiz.de/10011978321

The centrally cleared interest rate derivatives market : how are clients changing the risk perspective?

Fiedor, Pawel; Lapschies, Sarah; Orszaghova, Lucia - In: The journal of financial market infrastructures 7 (2018) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10011996731

Regulatory effects on short-term interest rates

Ranaldo, Angelo; Schaffner, Patrick; Vasios, Michalis - 2019

Persistent link: https://www.econbiz.de/10012201074

OTC premia

Cenedese, Gino; Ranaldo, Angelo; Vasios, Michalis - In: Journal of financial economics 136 (2020) 1, pp. 86-105

Persistent link: https://www.econbiz.de/10012545370

OTC premia

Cenedese, Gino; Ranaldo, Angelo; Vasios, Michalis - 2018

traded over the counter. We find substantial and persistent heterogeneity in derivative prices consistent with a pass …

Persistent link: https://www.econbiz.de/10011906506

Financial regulatory reform after the crisis : an assessment

Duffie, Darrell - In: Management science : journal of the Institute for … 64 (2018) 10, pp. 4835-4857

Persistent link: https://www.econbiz.de/10011932634

Brexit and the political economy of euro-denominated clearing

James, Scott; Quaglia, Lucia - In: Review of international political economy 28 (2021) 3, pp. 505-527

Persistent link: https://www.econbiz.de/10012589418

Compressing over-the-counter markets

D'Errico, Marco; Roukny, Tarik - In: Operations research 69 (2021) 6, pp. 1660-1679

Persistent link: https://www.econbiz.de/10012815666

Who pays? Who gains? : central counterparty resource provision in the post-Pittsburgh world

Cerezetti, Fernando; Lopez, Jorge Cruz; Manning, Mark; … - In: The journal of financial market infrastructures 7 (2019) 3, pp. 21-44

Persistent link: https://www.econbiz.de/10012020391

Decentralised clearing? : an assessment of the impact of DLTs on CCPs

Plata, Rafael; Chan, Max; Cerezetti, Fernando - In: Journal of securities operations & custody 16 (2024) 3, pp. 227-246

Persistent link: https://www.econbiz.de/10014633008

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