A transparency standard for derivatives
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- Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014.
"Derivatives holdings and systemic risk in the U.S. banking sector,"
Journal of Banking & Finance,
Elsevier, vol. 45(C), pages 84-104.
- MarÃa RodrÃguez-Moreno & Sergio Mayordomo & Juan Ignacio PeÃ±a, 2012. "Derivatives Holdings and Systemic Risk in the U.S. Banking Sector," Faculty Working Papers 21/12, School of Economics and Business Administration, University of Navarra.
- Sakurai, Yuji & Uchida, Yoshihiko, 2014. "Rehypothecation dilemma: Impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 361-373.
- Robert L. McDonald, 2012. "Measuring Margin," NBER Chapters,in: Risk Topography: Systemic Risk and Macro Modeling, pages 65-82 National Bureau of Economic Research, Inc.
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