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Central counterparties for over-the-counter derivatives

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Author Info

  • Stephen G Cecchetti
  • Jacob Gyntelberg
  • Marc Hollanders

Abstract

Wider use of central counterparties (CCPs) for over-the-counter derivatives has the potential to improve market resilience by lowering counterparty risk and increasing transparency. However, CCPs alone are not sufficient to ensure the resilience and efficiency of derivatives markets.

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Bibliographic Info

Article provided by Bank for International Settlements in its journal BIS Quarterly Review.

Volume (Year): (2009)
Issue (Month): (September)
Pages:

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Handle: RePEc:bis:bisqtr:0909f

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References

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  1. Hardouvelis, Gikas A & Peristiani, Stavros, 1992. "Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan," The Quarterly Journal of Economics, MIT Press, vol. 107(4), pages 1333-70, November.
  2. Elisabeth Ledrut & Christian Upper, 2007. "Changing post-trading arrangements for OTC derivatives," BIS Quarterly Review, Bank for International Settlements, December.
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Cited by:
  1. Mark Manning & Alex Heath & James Whitelaw, 2010. "The Foreign Exchange Market and Central Counterparties," RBA Bulletin, Reserve Bank of Australia, pages 49-57, March.
  2. Neuner, Stefan & Schäfer, Klaus, 2011. "Zentrale Gegenparteien für den außerbörslichen Derivatehandel in der Praxis," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2011-02, University of Bayreuth, Chair of Finance and Banking.
  3. Samano, Daniel, 2011. "In the quest of macroprudential policy tools," MPRA Paper 30738, University Library of Munich, Germany.
  4. repec:hal:journl:halshs-00605908 is not listed on IDEAS
  5. Dayanand Arora & Francis Xavier Rathinam, . "OTC Derivatives Market in India: Recent Regulatory Initiatives and Open Issues for Market Stability and Development," Indian Council for Research on International Economic Relations, New Delhi Working Papers 248, Indian Council for Research on International Economic Relations, New Delhi, India.
  6. Nicholas Vause, 2010. "Counterparty risk and contract volumes in the credit default swap market," BIS Quarterly Review, Bank for International Settlements, December.
  7. Michael R King & Dagfinn Rime, 2010. "The $4 trillion question: what explains FX growth since the 2007 survey?," BIS Quarterly Review, Bank for International Settlements, December.
  8. Andreas Horsch, 2012. "Managerial Action And Financial Crisis," Polish Journal of Management Studies, Czestochowa Technical University, Department of Management, vol. 5(1), pages 7-33, June.
  9. Bank for International Settlements, 2010. "Macroprudential instruments and frameworks: a stocktaking of issues and experiences," CGFS Papers, Bank for International Settlements, number 38, January.
  10. Dayanand Arora & Francis Xavier Rathinam, 2011. "OTC derivatives market in India: recent regulatory initiatives and open issues for market stability and development," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 4(2), pages 235-261, April.
  11. Claudio Borio, 2010. "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo, vol. 56(1), pages 70-95, March.
  12. Gabriel Aparici & Fernando Sepúlveda, 2010. "Household Credit Markets During the Financial Crisis of 2008/2009," Working Papers Central Bank of Chile 591, Central Bank of Chile.
  13. Andrew Cornford, 2010. "Revising Basel 2: The Impact Of The Financial Crisis And Implications For Developing Countries," G-24 Discussion Papers 59, United Nations Conference on Trade and Development.
  14. Marc Hollanders, 2012. "The role of oversight in collecting derivatives data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the workshop "Data requirements for monitoring derivative transactions", organised by the People's Bank of China and the Irving Fisher , volume 35, pages 70-79 Bank for International Settlements.

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