To Link or Not To Link? Netting and Exposures Between Central Counterparties
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References listed on IDEAS
- Jürg Mägerle & Thomas Nellen, 2011. "Interoperability between central counterparties," Working Papers 2011-12, Swiss National Bank.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume, 2015.
"Central clearing and collateral demand,"
Journal of Financial Economics,
Elsevier, vol. 116(2), pages 237-256.
- Scheicher, Martin & Vuillemey, Guillaume & Duffie, Darrell, 2014. "Central clearing and collateral demand," Working Paper Series 1638, European Central Bank.
- Darrell Duffie & Martin Scheicher & Guillaume Vuillemey, 2014. "Central Clearing and Collateral Demand," NBER Working Papers 19890, National Bureau of Economic Research, Inc.
- Darrell Duffie & Martin Schneicher & Guillaume Vuillemey, 2014. "Central Clearing and Collateral Demand," Economics Working Papers 14104, Hoover Institution, Stanford University.
- Ronald W.Anderson & Karin Jõeveer, 2014. "The Economics of Collateral," FMG Discussion Papers dp732, Financial Markets Group.
- Nathanael Cox & Nicholas Garvin & Gerard Kelly, 2013. "Central Counterparty Links and Clearing System Exposures," RBA Research Discussion Papers rdp2013-12, Reserve Bank of Australia.
- Garratt, Rod & Zimmerman, Peter, 2015. "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports 717, Federal Reserve Bank of New York.
- Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
- Vuillemey, G. & Breton, R., 2014. "Endogenous Derivative Networks," Working papers 483, Banque de France.
More about this item
KeywordsPayment clearing and settlement systems;
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-03-23 (All new papers)
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