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Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data

Author

Listed:
  • Christophe Perignon

    (GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique)

  • R. Jones

Abstract

No abstract is available for this item.

Suggested Citation

  • Christophe Perignon & R. Jones, 2009. "Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data," Post-Print hal-00495589, HAL.
  • Handle: RePEc:hal:journl:hal-00495589
    Note: View the original document on HAL open archive server: https://hal-hec.archives-ouvertes.fr/hal-00495589
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    Citations

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    Cited by:

    1. Krahnen, Jan Pieter & Pelizzon, Loriana, 2016. ""Predatory" margins and the regulation and supervision of central counterparty clearing houses (CCPs)," SAFE White Paper Series 41, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe.
    2. Murphy, David & Nahai-Williamson, Paul, 2014. "Financial Stability Paper 30: Dear Prudence, won’t you come out to play? Approaches to the analysis of CCP default fund adequacy," Bank of England Financial Stability Papers 30, Bank of England.
    3. Ruffini, Ivana & Steigerwald, Robert, 2014. "OTC Derivatives—A Primer on Market Infrastructure and Regulatory Policy," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 80-99.

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