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Central Counterparties

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Author Info
Thorsten Koeppl () (Department of Economics Queen's University)
Cyril Monnet

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Abstract

Central counterparties (CCPs) have increasingly become a cornerstone of financial markets infrastructure. We present a model where CCPs are necessary to implement efficient trade when trades are time-critical, liquidity is limited and there is limited enforcement of trades. We then show that -- when collateral is sufficient to avoid default -- profit-maximizing CCPs ``overcollateralize'' trades relative to user-oriented CCPs and, hence, are less efficient. However, when collateral is not covering all default exposure, user-oriented CCPs avoid default, but allow for less trade, while profit-maximizing CCPs yield a higher volume of trade despite allowing for some default. In such a situation, profit-maximzing CCPs can be efficient, provided overall default costs are not too high

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File URL: http://www.econ.queensu.ca/pub/faculty/koeppl/research/CCP_10312005.pdf
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File URL: http://repec.org/sed2006/up.31635.1139972607.pdf
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Publisher Info
Paper provided by Society for Economic Dynamics in its series 2006 Meeting Papers with number 513.

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Date of creation: 03 Dec 2006
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Handle: RePEc:red:sed006:513

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Related research
Keywords: Central Counterparty; Governance; Default; Collateral;

Find related papers by JEL classification:
G20 - Financial Economics - - Financial Institutions and Services - - - General
G30 - Financial Economics - - Corporate Finance and Governance - - - General

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Cited by:
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  1. Douglas D. Evanoff & Daniela Russo & Robert Steigerwald, 2006. "Policymakers, researchers, and practitioners discuss the role of central counterparties," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 2-21. [Downloadable!]
  2. John P Jackson & Mark J Manning, . "Comparing the pre-settlement risk implications of alternative clearing arrangements," Bank of England working papers 321, Bank of England. [Downloadable!]
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This page was last updated on 2009-11-26.


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