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Philipp A. Haene

Personal Details

First Name:Philipp
Middle Name:A.
Last Name:Haene
Suffix:
RePEc Short-ID:pha928
[This author has chosen not to make the email address public]

Affiliation

Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland
http://www.snb.ch/

: +41 58 631 31 11
+41 58 631 39 11
Börsenstrasse 15, P. O. Box, CH - 8022 Zürich
RePEc:edi:snbgvch (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Philipp Haene & Andy Sturm, 2009. "Optimal Central Counterparty Risk Management," Working Papers 2009-07, Swiss National Bank.

Citations

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Working papers

  1. Philipp Haene & Andy Sturm, 2009. "Optimal Central Counterparty Risk Management," Working Papers 2009-07, Swiss National Bank.

    Cited by:

    1. Nahai-Williamson, Paul & Ota, Tomohiro & Vital, Mathieu & Wetherilt, Anne, 2013. "Financial Stability Paper No 19: Central counterparties and their financial resources – a numerical approach," Bank of England Financial Stability Papers 19, Bank of England.
    2. Jorge Cruz Lopez & Mark Manning, 2017. "Who Pays? CCP Resource Provision in the Post-Pittsburgh World," Discussion Papers 17-17, Bank of Canada.
    3. Siyi Zhu, 2011. "Is there a 'race to the bottom' in central counterparties competition?," DNB Occasional Studies 906, Netherlands Central Bank, Research Department.
    4. Cumming, Fergus & Noss, Joseph, 2013. "Financial Stability Paper No 26: Assessing the adequacy of CCPs' default resources," Bank of England Financial Stability Papers 26, Bank of England.
    5. Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "When Lower Risk Increases Profit: Competition and Control of a Central Counterparty," Staff Working Papers 12-35, Bank of Canada.
    6. Radoslav Raykov, 2016. "To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse," Staff Working Papers 16-4, Bank of Canada.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (1) 2009-10-10. Author is listed

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