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Central counterparty auctions...
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10
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1
Central counterparty
auction
design
Ferrara, Gerardo
;
Li, Xin
;
Marszalec, Daniel
- In:
The journal of financial market infrastructures
8
(
2019
)
2
,
pp. 47-58
Persistent link: https://www.econbiz.de/10012373192
Saved in:
2
Estimating "hedge and
auction
" liquidation costs in central counterparties : a closeout risk approach
Vicente, Luis A. B. G.
;
Cerezetti, Fernando
;
Genaro, Alan de
- In:
The journal of financial market infrastructures
6
(
2017
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011779047
Saved in:
3
The end of the waterfall : default resources of central counterparties
Cont, Rama
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 365-389
Persistent link: https://www.econbiz.de/10011531210
Saved in:
4
Central counterparty default management
auctions
: issues for consideration
Bank für Internationalen Zahlungsausgleich / Committee …
;
…
-
2020
Persistent link: https://www.econbiz.de/10012238877
Saved in:
5
CCP
auction
design
Huang, Wenqian
;
Zhu, Haoxiang
-
2021
Persistent link: https://www.econbiz.de/10012518327
Saved in:
6
Got to be certain : the legal framework for CCP default management processes
Braithwaite, Jo
;
Murphy, David
-
2016
Persistent link: https://www.econbiz.de/10011545767
Saved in:
7
A comparative analysis of tools to limit the procyclicality of initial margin requirements
Murphy, David
;
Vasios, Michalis
;
Vause, Nicholas
-
2016
Persistent link: https://www.econbiz.de/10011480672
Saved in:
8
Do central counterparties reduce counterparty and liquidity risk? : empirical results
León, Carlos
;
Marino, Ricardo
;
Cadena, Carlos
- In:
Algorithmic finance
9
(
2021
)
1/2
,
pp. 24-34
Persistent link: https://www.econbiz.de/10013167477
Saved in:
9
A discussion paper on central counterparty default management
auctions
Bank für Internationalen Zahlungsausgleich / Committee …
;
…
-
2019
Persistent link: https://www.econbiz.de/10012012428
Saved in:
10
Futures-friendly derivatives : a fix for the over-the-counter derivatives mess
Dew, James Kurt
- In:
International journal of financial innovation in …
1
(
2016
)
1/2
,
pp. 99-108
Persistent link: https://www.econbiz.de/10011668562
Saved in:
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