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Five fundamental questions on central counterparties
Berndsen, Ron - 2020
Persistent link: https://www.econbiz.de/10012298338
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A map of collateral uses and flows
Aguiar, Andrea; Bookstaber, Richard M.; Kenett, Dror Y.; … - In: The journal of financial market infrastructures 5 (2016) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011673730
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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
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Optimal central counterparty risk management
Haene, Philipp; Sturm, Andreas - 2009
Persistent link: https://www.econbiz.de/10003939986
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Central clearing and systemic liquidity risk
King, Thomas B.; Nesmith, Travis D.; Paulson, Anna Louise; … - 2020
Persistent link: https://www.econbiz.de/10012388264
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Central clearing and systemic liquidity risk
King, Thomas B.; Nesmith, Travis D.; Paulson, Anna Louise; … - 2019
By stepping between bilateral counterparties, a central counterparty (CCP) transforms credit exposure. CCPs generally improve financial stability. Nevertheless, large CCPs are by nature concentrated and interconnected with major global banks. Moreover, although they mitigate credit risk, CCPs...
Persistent link: https://www.econbiz.de/10012130105
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Central Counterparty Loss Allocation and Transmission of Financial Stress
Heath, Alexandra; Kelly, Gerard; Manning, Mark - Reserve Bank of Australia - 2015
Among the reforms to over-the-counter (OTC) derivative markets since the global financial crisis is a commitment to … clearing configurations, but extends the analysis in two main ways. First, rather than using simulated data, it uses actual … data on the derivative positions of the 41 largest bank participants in global OTC derivative markets in 2012 (as …
Persistent link: https://www.econbiz.de/10011202988
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Central counterparties' insolvency and resolution : the new EU regulation on CCP recovery and resolution
Binder, Jens-Hinrich - 2021
With its new Regulation on the Recovery and Resolution of Central Counterparties, European Capital Markets Law has filled an important void in the regulatory framework for the operation of central counterparties, which has been established with the EU Markets Infrastructures Regulation (EMIR) as...
Persistent link: https://www.econbiz.de/10012438443
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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
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Systemic risk in central counterparty clearing houses
Anonymous - In: Journal of risk management in financial institutions 7 (2014) 3, pp. 226-230
Persistent link: https://www.econbiz.de/10010413341