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OTC microstructure in a period of stress : a multi‑layered network approach

Joseph, Andreas; Vasios, Michalis; Maizels, Olga; … - 2019

Persistent link: https://www.econbiz.de/10012202563

MiFID II and the regulation of multilateral trading in OTC derivatives : is the OTF fit for purpose?

Helm, Simon - In: Journal of financial regulation 9 (2023) 1, pp. 72-99

Persistent link: https://www.econbiz.de/10014314909

Clearing and Trade Execution Requirements for OTC Derivatives Swaps Under the Frank-Dodd Wall Street Reform and Consumer Protection Act

Gibson, Willa E. - 2011

clearing, trade execution, and reporting requirements for OTC derivatives contracts modeled after similar regulatory … contracts will be the only swap transactions subject to the clearing and trade execution requirements. The potential downside of … the regulation is that customized contracts are not subject to clearing in light of the individualized nature of the terms …

Persistent link: https://www.econbiz.de/10014188972

Does Financial Tranquility Call for Stringent Regulation?

Basak, Deepal - 2018

Consistent with the Minsky hypothesis and the 'volatility paradox' (Brunnermeier and Sannikov,2014), recent empirical evidence suggests that financial crises tend to follow prolonged periods of financial stability and investor optimism. But does financial tranquility always call for more...

Persistent link: https://www.econbiz.de/10012913903

Central Clearing of OTC Derivatives : Bilateral vs Multilateral Netting

Cont, Rama - 2013

We study the impact of central clearing of over-the-counter (OTC) transactions on counterparty exposures in a market … central clearing is efficient only if one has an unrealistically high number of participants, the opposite conclusion is …

Persistent link: https://www.econbiz.de/10013090303

Expansion of Central Clearing

Heller, Daniel - 2014

multiple dealer defaults for CCPs and their non-defaulting clearing members are likely to be small relative to their equity as … of derivatives. Finally, clearing different types of OTC derivatives in a single CCP could reduce both margins and …

Persistent link: https://www.econbiz.de/10013067872

Central counterparty default management auctions : issues for consideration

Bank für Internationalen Zahlungsausgleich / Committee …; … - 2020

Persistent link: https://www.econbiz.de/10012238877

Optimal margining and margin relief in centrally cleared derivatives markets

Raykov, Radoslav S. - 2014

A major policy challenge posed by derivatives clearinghouses is that their collateral requirements can rise sharply in times of stress, reducing market liquidity and further exacerbating downturns. Smoothing sharp changes in collateral requirements - an approach known as through-the-cycle...

Persistent link: https://www.econbiz.de/10010363550

The impact of central clearing on the market for single-name credit default swaps

Akari, Mohamed-Ali; Ben-Abdallah, Ramzi; Breton, Michèle; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012822035

Changing post-trading arrangements for OTC derivatives

Ledrut, Elisabeth; Upper, Christian - In: BIS quarterly review : international banking and … (2007), pp. 83-95

Persistent link: https://www.econbiz.de/10003624441