Policymakers, researchers, and practitioners discuss the role of central counterparties
This article summarizes a conference, titled “Issues Related to Central Counterparty Clearing,” cosponsored by the Federal Reserve Bank of Chicago and the European Central Bank on April 3–4, 2006. The conference brought together industry executives, policymakers, and research economists to evaluate current public policy issues involving central counterparties.
Volume (Year): (2006)
Issue (Month): Q IV ()
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- John Cotter & Kevin Dowd, 2011.
"Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements,"
200516, Geary Institute, University College Dublin.
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- Cotter, JOhn & Dowd, Kevin, 2006. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," MPRA Paper 3505, University Library of Munich, Germany.
- John Cotter & Kevin Dowd, 2011. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," Papers 1103.5653, arXiv.org.
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2006 Meeting Papers
513, Society for Economic Dynamics.
- Froukelien Wendt, 2006. "Intraday Margining of Central Counterparties: EU Practice and a Theoretical Evaluation of Benefits and Costs," DNB Working Papers 107, Netherlands Central Bank, Research Department.
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"Competitive viability in banking : Scale, scope, and product mix economies,"
Journal of Monetary Economics,
Elsevier, vol. 20(3), pages 501-520, December.
- Allen N. Berger & Gerald A. Hanweck & David B. Humphrey, 1986. "Competitive viability in banking: scale, scope, and product mix economies," Research Papers in Banking and Financial Economics 82, Board of Governors of the Federal Reserve System (U.S.).
- James T. Moser, 1998. "Contracting innovations and the evolution of clearing and settlement methods at futures exchanges," Working Paper Series WP-98-26, Federal Reserve Bank of Chicago.
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