Central clearing of OTC derivatives: Bilateral vs multilateral netting
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DOI: 10.1515/strm-2013-1161
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Cited by:
- Alexander von Felbert, 2015. "Network Structure and Counterparty Credit Risk," Papers 1504.06789, arXiv.org, revised Jul 2015.
- Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018.
"The pitfalls of central clearing in the presence of systematic risk,"
ICIR Working Paper Series
31/18, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila, 2019. "Pitfalls of central clearing in the presence of systematic risk," SAFE Working Paper Series 235, Leibniz Institute for Financial Research SAFE, revised 2019.
- Shanuka Senarath & Pelma Rajapakse & Jan Job de Vries Robbé & Naveen Wickremeratne & Maduka Subasinghage, 2022. "Being Naked - et Quo hinc ?: Developing a ‘Skin-in-the-Game’ Solution for Credit Default Swaps," IJFS, MDPI, vol. 10(4), pages 1-14, October.
- Wenqian Huang & Előd Takáts, 2020. "Model risk at central counterparties: Is skin-in-the-game a game changer?," BIS Working Papers 866, Bank for International Settlements.
- Wenqian Huang, 2019. "Central counterparty capitalization and misaligned incentives," BIS Working Papers 767, Bank for International Settlements.
- Hamed Amini & Zachary Feinstein, 2020. "Optimal Network Compression," Papers 2008.08733, arXiv.org, revised Jul 2022.
- Thomas Richter, 2021. "Central Counterparties and Liquidity Provision in Cash Markets," JRFM, MDPI, vol. 14(12), pages 1-26, December.
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Keywords
Central clearing; networks; central counterparty; CCP; regulation; collateral; systemic risk; netting; OTC derivatives; OTC markets; risk management;All these keywords.
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