Clearing, counterparty risk and aggregate risk
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More about this item
Keywordsaggregate and idiosyncratic risk; central clearing counterparty; counterparty risk; moral hazard; mutualization; optimal contracting; risk-sharing;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-11-11 (All new papers)
- NEP-CTA-2012-11-11 (Contract Theory & Applications)
- NEP-RMG-2012-11-11 (Risk Management)
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