Central counterparties: what are they, why do they matter and how does the Bank supervise them?
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References listed on IDEAS
- Elliott, David, 2013. "Financial Stability Paper No 20: Central counterparty loss-allocation rules," Bank of England Financial Stability Papers 20, Bank of England.
- Murphy, Emma & Senior, Stephen, 2013. "Changes to the Bank of England," Bank of England Quarterly Bulletin, Bank of England, vol. 53(1), pages 20-28.
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- Balluck, Kushal, 2015. "Investment banking: linkages to the real economy and the financial system," Bank of England Quarterly Bulletin, Bank of England, vol. 55(1), pages 4-22.
- Ivana Ruffini, 2015. "Central Clearing: Risks and Customer Protections," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 90-100.
- Huszár, Zsuzsa R. & Prado, Melissa Porras, 2019. "An analysis of over-the-counter and centralized stock lending markets," Journal of Financial Markets, Elsevier, vol. 43(C), pages 31-53.
- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- Manning, Stuart, 2014. "The Bank of England as a bank," Bank of England Quarterly Bulletin, Bank of England, vol. 54(2), pages 129-136.
- Davey, Nick & Gray, Daniel, 2014. "How has the Liquidity Saving Mechanism reduced banks’ intraday liquidity costs in CHAPS?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(2), pages 180-189.
- Martin D. Gould & Nikolaus Hautsch & Sam D. Howison & Mason A. Porter, 2020.
"Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading,"
Applied Mathematical Finance, Taylor & Francis Journals, vol. 27(6), pages 520-548, November.
- Martin D. Gould & Nikolaus Hautsch & Sam D. Howison & Mason A. Porter, 2017. "Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading," Papers 1709.08238, arXiv.org, revised Jan 2021.
- Boudiaf, Ismael Alexander & Scheicher, Martin & Vacirca, Francesco, 2023. "CCP initial margin models in Europe," Occasional Paper Series 314, European Central Bank.
- Matt Gibson, 2013. "Recovery and Resolution of Central Counterparties," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 39-48, December.
- Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022.
"What drives repo haircuts? Evidence from the UK market,"
Bank of England working papers
985, Bank of England.
- Christian Julliard & Gabor Pinter & Karamfil Todorov & Kathy Yuan, 2022. "What drives repo haircuts? Evidence from the UK market," BIS Working Papers 1027, Bank for International Settlements.
- Gracie, Andrew & Chennells, Lucy & Menary, Mark, 2014. "The Bank of England’s approach to resolving failed institutions," Bank of England Quarterly Bulletin, Bank of England, vol. 54(4), pages 409-418.
- Burrows, Oliver & Cumming, Fergus, 2015. "Mapping the UK financial system," Bank of England Quarterly Bulletin, Bank of England, vol. 55(2), pages 114-129.
- Rahman, Arshadur, 2015. "Over-the-counter (OTC) derivatives, central clearing and financial stability," Bank of England Quarterly Bulletin, Bank of England, vol. 55(3), pages 283-294.
- Tucker, Paul & Hall, Simon & Pattani, Aashish, 2013. "Macroprudential policy at the Bank of England," Bank of England Quarterly Bulletin, Bank of England, vol. 53(3), pages 192-200.
- Ashwin Clarke & Paul Ryan, 2014. "Non-dealer Clearing of Over-the-counter Derivatives," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 77-88, March.
- Gould, Martin D. & Hautsch, Nikolaus & Howison, Sam D. & Porter, Mason A., 2017. "Counterparty credit limits: An effective tool for mitigating counterparty risk?," CFS Working Paper Series 581, Center for Financial Studies (CFS).
- Jonathan Carroll & Ashwin Clarke, 2014. "The Equity Securities Lending Market," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 31-42, December.
- Liu, Zijun & Quiet, Stephanie & Roth , Benedict, 2015. "Banking sector interconnectedness: what is it, how can we measure it and why does it matter?," Bank of England Quarterly Bulletin, Bank of England, vol. 55(2), pages 130-138.
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