New Public Disclosures Shed Light on Central Counterparties
Editor
- Office of Financial Research
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Stathis Tompaidis, 2017. "Measuring Systemwide Resilience of Central Counterparties," Briefs 17-03, Office of Financial Research, US Department of the Treasury.
- Mark Paddrik & H. Peyton Young, 2016.
"Contagion in the CDS Market,"
Working Papers
16-12, Office of Financial Research, US Department of the Treasury.
- H Peyton Young & Mark Paddrik & Sriram Rajan, 2017. "Contagion in the CDS Market," Economics Series Working Papers 821, University of Oxford, Department of Economics.
- Office of Financial Research (ed.), 2016. "2016 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 16-3, May.
- Paul Glasserman & Ciamac C. Moallemi & Kai Yuan, 2015. "Hidden Illiquidity with Multiple Central Counterparties," Working Papers 15-07, Office of Financial Research, US Department of the Treasury.
- Samim Ghamami & Paul Glasserman, 2016. "Does OTC Derivatives Reform Incentivize Central Clearing?," Working Papers 16-07, Office of Financial Research, US Department of the Treasury.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mark Paddrik & H. Peyton Young, 2017.
"How Safe are Central Counterparties in Derivatives Markets?,"
Working Papers
17-06, Office of Financial Research, US Department of the Treasury.
- H Peyton Young & Mark Paddrik, 2017. "How Safe are Central Counterparties in Derivatives Markets?," Economics Series Working Papers 826, University of Oxford, Department of Economics.
- Mark Paddrik & Peyton Young, 2018. "How Safe are Central Counterparties in Derivatives Markets?," 2018 Meeting Papers 934, Society for Economic Dynamics.
- Lopez, Claude & Saeidinezhad, Elham, 2017. "Central Counterparties Help, But Do Not Assure Financial Stability," MPRA Paper 80358, University Library of Munich, Germany.
- Office of Financial Research (ed.), 2017. "2017 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 17-2, May.
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.- Ghamami, Samim & Glasserman, Paul, 2017. "Does OTC derivatives reform incentivize central clearing?," Journal of Financial Intermediation, Elsevier, vol. 32(C), pages 76-87.
- Mark Paddrik & H. Peyton Young, 2016.
"Contagion in the CDS Market,"
Working Papers
16-12, Office of Financial Research, US Department of the Treasury.
- H Peyton Young & Mark Paddrik & Sriram Rajan, 2017. "Contagion in the CDS Market," Economics Series Working Papers 821, University of Oxford, Department of Economics.
- Rohan Arora & Nadeem Merali & Guillaume Ouellet Leblanc, 2018. "Did Canadian Corporate Bond Funds Increase their Exposures to Risks?," Staff Analytical Notes 2018-7, Bank of Canada.
- Inaki Aldasoro & Luitgard A M Veraart, 2022.
"Systemic Risk in Markets with Multiple Central Counterparties,"
BIS Working Papers
1052, Bank for International Settlements.
- Veraart, Luitgard A. M. & Aldasoro, Iñaki, 2024. "Systemic risk in markets with multiple central counterparties," LSE Research Online Documents on Economics 124535, London School of Economics and Political Science, LSE Library.
- Mark Paddrik & H. Peyton Young, 2017.
"How Safe are Central Counterparties in Derivatives Markets?,"
Working Papers
17-06, Office of Financial Research, US Department of the Treasury.
- Mark Paddrik & Peyton Young, 2018. "How Safe are Central Counterparties in Derivatives Markets?," 2018 Meeting Papers 934, Society for Economic Dynamics.
- H Peyton Young & Mark Paddrik, 2017. "How Safe are Central Counterparties in Derivatives Markets?," Economics Series Working Papers 826, University of Oxford, Department of Economics.
- Mrs. Jana Bricco & Ms. TengTeng Xu, 2019. "Interconnectedness and Contagion Analysis: A Practical Framework," IMF Working Papers 2019/220, International Monetary Fund.
- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- Tomasz R. Bielecki & Igor Cialenco & Shibi Feng, 2018. "A Dynamic Model of Central Counterparty Risk," Papers 1803.02012, arXiv.org.
- Darrell Duffie, 2018.
"Financial Regulatory Reform After the Crisis: An Assessment,"
Management Science, INFORMS, vol. 64(10), pages 4835-4857, October.
- Duffie, Darrell, 2016. "Financial Regulatory Reform after the Crisis: An Assessment," Research Papers 3440, Stanford University, Graduate School of Business.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020.
"Foundations of system-wide financial stress testing with heterogeneous institutions,"
INET Oxford Working Papers
2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Farmer, J Doyne & Kleinnijenhuis, Alissa M & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," Bank of England working papers 861, Bank of England.
- Iman van Lelyveld, 2017. "The use of derivatives trade repository data: possibilities and challenges," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
- Gabrielle Demange & Thibaut Piquard, 2021.
"On the market structure of central counterparties in the EU,"
Working Papers
halshs-03107812, HAL.
- Gabrielle Demange & Thibaut Piquard, 2021. "On the market structure of central counterparties in the EU," PSE Working Papers halshs-03107812, HAL.
- Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2020.
"Unintended Consequences of the Global Derivatives Market Reform,"
Swiss Finance Institute Research Paper Series
20-02, Swiss Finance Institute.
- Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2021. "Unintended Consequences of the Global Derivatives Market Reform," Working Papers hal-04159726, HAL.
- Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2021. "Unintended Consequences of the Global Derivatives Market Reform," EconomiX Working Papers 2021-36, University of Paris Nanterre, EconomiX.
- Ongena, Steven & Gandré, Pauline & Mariathasan, Mike & Merrouche, Ouarda, 2020. "Unintended Consequences Of The Global Derivatives Market Reform," CEPR Discussion Papers 14802, C.E.P.R. Discussion Papers.
- Ouarda Merrouche & Pauline Gandré & Mike Mariathasan & Steven Ongena, 2024. "Unintended Consequences of the Global Derivatives Market Reform," Post-Print hal-04376966, HAL.
- Office of Financial Research (ed.), 2017. "2017 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 17-2, May.
- Rama Cont & Darrell Duffie & Paul Glasserman & Chris Rogers & Fernando Vega-Redondo, 2016. "Preface to the Special Issue on Systemic Risk: Models and Mechanisms," Operations Research, INFORMS, vol. 64(5), pages 1053-1055, October.
- Claessens, Stijn, 2017. "Regulation and structural change in financial systems," CEPR Discussion Papers 11822, C.E.P.R. Discussion Papers.
- Tathagata Banerjee & Zachary Feinstein, 2018. "Impact of Contingent Payments on Systemic Risk in Financial Networks," Papers 1805.08544, arXiv.org, revised Dec 2018.
- Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
- Alan Morrison & Michalis Vasios & Mungo Wilson & Filip Zikes, 2017.
"Identifying Contagion in a Banking Network,"
Finance and Economics Discussion Series
2017-082, Board of Governors of the Federal Reserve System (U.S.).
- Morrison, Alan & Vasios, Michalis & Wilson, Mungo & Zikes, Filip, 2017. "Identifying contagion in a banking network," Bank of England working papers 642, Bank of England.
- Radoslav Raykov, 2019. "Systemic Risk and Collateral Adequacy," Staff Working Papers 19-23, Bank of Canada.
More about this item
Keywords
Office of Financial; Public Disclosures; Central Counterparties (ccp);All these keywords.
Statistics
Access and download statisticsCorrections
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:ofr:vpaper:17-02. 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: Gregory Feldberg (email available below). General contact details of provider: https://edirc.repec.org/data/ofrgvus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.