Central counterparty capitalization and misaligned incentives
Download full text from publisher
References listed on IDEAS
- Boissel, Charles & Derrien, François & Ors, Evren & Thesmar, David, 2017.
"Systemic risk in clearing houses: Evidence from the European repo market,"
Journal of Financial Economics,
Elsevier, vol. 125(3), pages 511-536.
- Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015. "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series 1112, HEC Paris.
- Charles Boissel & François Derrien & Evren Örs & David Thesmar, 2016. "Systemic risk in clearing houses: Evidence from the European repo market," ESRB Working Paper Series 10, European Systemic Risk Board.
- Bignon, Vincent & Vuillemey, Guillaume, 2016. "The Failure of a Clearinghouse: Empirical Evidence," CEPR Discussion Papers 11630, C.E.P.R. Discussion Papers.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mark Paddrik & Simpson Zhang, 2020. "Central Counterparty Default Waterfalls and Systemic Loss," Working Papers 20-04, Office of Financial Research, US Department of the Treasury.
- Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018.
"The pitfalls of central clearing in the presence of systematic risk,"
ICIR Working Paper Series
31/18, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila, 2019. "Pitfalls of central clearing in the presence of systematic risk," SAFE Working Paper Series 235, Leibniz Institute for Financial Research SAFE.
- Jorge Cruz Lopez & Mark Manning, 2017. "Who Pays? CCP Resource Provision in the Post-Pittsburgh World," Discussion Papers 17-17, Bank of Canada.
- Bank for International Settlements, 2019. "Establishing viable capital markets," CGFS Papers, Bank for International Settlements, number 62, September.
More about this item
Keywordscentral counterparties (CCPs); capital requirement; financial stability;
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
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:bis:biswps:767. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Beslmeisl). General contact details of provider: http://edirc.repec.org/data/bisssch.html .
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 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.