Intraday Margining of Central Counterparties: EU Practice and a Theoretical Evaluation of Benefits and Costs
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References listed on IDEAS
- Jeremy C. Stein & Anil K. Kashyap, 2000. "What Do a Million Observations on Banks Say about the Transmission of Monetary Policy?," American Economic Review, American Economic Association, vol. 90(3), pages 407-428, June.
- Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle, 2007.
"Market impact costs of institutional equity trades,"
Journal of International Money and Finance,
Elsevier, vol. 26(6), pages 974-1000, October.
- Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2004. "Market Impact Costs of Institutional Equity Trades," DNB Working Papers 001, Netherlands Central Bank, Research Department.
- Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2004. "Market Impact Costs of Institutional Equity Trades," DNB Staff Reports (discontinued) 125, Netherlands Central Bank.
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- Douglas D. Evanoff & Daniela Russo & Robert Steigerwald, 2006. "Policymakers, researchers, and practitioners discuss the role of central counterparties," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 2-21.
More about this item
KeywordsClearinghouse; Central counterparty; Replacement cost risk; Intraday margin.;
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-09-30 (All new papers)
- NEP-EEC-2006-09-30 (European Economics)
- NEP-FIN-2006-09-30 (Finance)
- NEP-FMK-2006-09-30 (Financial Markets)
- NEP-MST-2006-09-30 (Market Microstructure)
- NEP-RMG-2006-09-30 (Risk Management)
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