IDEAS home Printed from https://ideas.repec.org/h/bis/bisifc/46-30.html
   My bibliography  Save this book chapter

The European central counterparty (CCP) ecosystem

In: Data needs and Statistics compilation for macroprudential analysis

Author

Listed:
  • Angela Armakolla
  • Benedetta Bianchi

Abstract

No abstract is available for this item.

Suggested Citation

  • Angela Armakolla & Benedetta Bianchi, 2017. "The European central counterparty (CCP) ecosystem," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
  • Handle: RePEc:bis:bisifc:46-30
    as

    Download full text from publisher

    File URL: http://www.bis.org/ifc/publ/ifcb46za.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Ms. Froukelien Wendt, 2015. "Central Counterparties: Addressing their Too Important to Fail Nature," IMF Working Papers 2015/021, International Monetary Fund.
    2. Janet L. Yellen, 2013. "Interconnectedness and Systemic Risk: Lessons from the Financial Crisis and Policy Implications : a speech at the American Economic Association/American Finance Association Joint Luncheon, San Diego, ," Speech 631, Board of Governors of the Federal Reserve System (U.S.).
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jaremski, Matthew, 2018. "The (dis)advantages of clearinghouses before the Fed," Journal of Financial Economics, Elsevier, vol. 127(3), pages 435-458.
    2. Alessandro Ferracci & Giulio Cimini, 2021. "Systemic risk in interbank networks: disentangling balance sheets and network effects," Papers 2109.14360, arXiv.org, revised Sep 2022.
    3. Ricardo Mariño-Martínez & Carlos León & Carlos Cadena-Silva, 2020. "Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia," Borradores de Economia 1101, Banco de la Republica de Colombia.
    4. Anja Kukuvec & Harald Oberhofer, 2018. "The Propagation of Business Sentiment within the European Union?," WIFO Working Papers 549, WIFO.
    5. Ramiro Losada & Ricardo Laborda, 2020. "Non-alternative collective investment schemes, connectedness and systemic risk," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
    6. Adrian Alter & Ben R. Craig & Peter Raupach, 2015. "Centrality-Based Capital Allocations," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 329-377, June.
    7. Harald Oberhofer & Christian Glocker & Werner Hölzl & Peter Huber & Serguei Kaniovski & Klaus Nowotny & Michael Pfaffermayr & Monique Ebell & Nikolaos Kontogiannis, 2016. "Single Market Transmission Mechanisms Before, During and After the 2008-09 Crisis. A Quantitative Assessment," WIFO Studies, WIFO, number 59156, February.
    8. Alan Kirman, 2016. "Complexity and Economic Policy: A Paradigm Shift or a Change in Perspective? A Review Essay on David Colander and Roland Kupers's Complexity and the Art of Public Policy," Journal of Economic Literature, American Economic Association, vol. 54(2), pages 534-572, June.
    9. Ying Xu & Jennifer Corbett, 2019. "Using Network Method to Measure Financial Interconnection," NBER Working Papers 26499, National Bureau of Economic Research, Inc.
    10. Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
    11. Sonin, Konstantin & Sonin, Isaac, 2020. "A Continuous-Time Model of Financial Clearing," CEPR Discussion Papers 15117, C.E.P.R. Discussion Papers.
    12. Acosta, Román & Cortés, Josué, 2022. "Loans and employment: Evidence from bank-specific liquidity shocks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
    13. Mardi Dungey & Moses Kangogo & Vladimir Volkov, 2022. "Dynamic effects of network exposure on equity markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 569-629, December.
    14. International Monetary Fund, 2014. "Denmark: Financial Sector Assessment Program, Macroprudential Policies: Technical Note," IMF Staff Country Reports 2014/347, International Monetary Fund.
    15. Heath, Alexandra & Kelly, Gerard & Manning, Mark & Markose, Sheri & Shaghaghi, Ali Rais, 2016. "CCPs and network stability in OTC derivatives markets," Journal of Financial Stability, Elsevier, vol. 27(C), pages 217-233.
    16. Jean Pierre Sabourin & Thomas M. Hoenig & Jonathan L. Fiechter & Michael J. Zamorski & Karl Frederick Rauscher & Didier Verstichel & Dr. Zeti Akhtar Aziz, 2016. "SEACEN Financial Stability Journal Volume 6 2016," SEACEN Financial Stability Journal, South East Asian Central Banks (SEACEN) Research and Training Centre, number sfv6.
    17. Daisuke Ikeda & Mayumi Ojima & Koji Takahashi, 2019. "Financial Interconnectedness, Amplification, and Cross-Border Activity," Bank of Japan Working Paper Series 19-E-11, Bank of Japan.
    18. Richard B. Berner & Stephen G. Cecchetti & Kermit L. Schoenholtz, 2019. "Stress Testing Networks: The Case of Central Counterparties," NBER Working Papers 25686, National Bureau of Economic Research, Inc.
    19. Roukny, Tarik & Battiston, Stefano & Stiglitz, Joseph E., 2018. "Interconnectedness as a source of uncertainty in systemic risk," Journal of Financial Stability, Elsevier, vol. 35(C), pages 93-106.
    20. Bellavite Pellegrini, Carlo & Sergi, Bruno & Sironi, Emiliano, 2015. "Stock Returns, Productivity, and Corruption in Eight European Fast-Emerging Markets," MPRA Paper 104651, University Library of Munich, Germany, revised 2015.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bis:bisifc:46-30. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christian Beslmeisl (email available below). General contact details of provider: https://edirc.repec.org/data/bisssch.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.