Clearing, counterparty risk and aggregate risk
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References listed on IDEAS
- Acharya, Viral & Bisin, Alberto, 2014.
"Counterparty risk externality: Centralized versus over-the-counter markets,"
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- Viral Acharya & Alberto Bisin, 2011. "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers 618, Society for Economic Dynamics.
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- James R. Thompson, 2010. "Counterparty Risk in Financial Contracts: Should the Insured Worry About the Insurer?," The Quarterly Journal of Economics, Oxford University Press, vol. 125(3), pages 1195-1252.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015.
"The impact of CCPs' margin policies on repo markets,"
BIS Working Papers
515, Bank for International Settlements.
- Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPsï¿½ margin policies on Repo markets," Temi di discussione (Economic working papers) 1028, Bank of Italy, Economic Research and International Relations Area.
- Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume, 2015.
"Central clearing and collateral demand,"
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- Darrell Duffie & Martin Schneicher & Guillaume Vuillemey, 2014. "Central Clearing and Collateral Demand," Economics Working Papers 14104, Hoover Institution, Stanford University.
- Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018. "Transparency and Collateral : Central versus Bilateral Clearing," Finance and Economics Discussion Series 2018-017, Board of Governors of the Federal Reserve System (U.S.).
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- Gould, Martin D. & Hautsch, Nikolaus & Howison, Sam D. & Porter, Mason A., 2017.
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- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
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- Stephens, Eric & Thompson, James R., 2017. "Information asymmetry and risk transfer markets," Journal of Financial Intermediation, Elsevier, vol. 32(C), pages 88-99.
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- Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican, 2013. "Central Clearing and Asset Prices," Tinbergen Institute Discussion Papers 13-181/IV/DSF67, Tinbergen Institute.
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- Heider, Florian & Garcia-de-Andoain, Carlos & Frutos de Andres, Juan Carlos & Papsdorf, Patrick, 2016. "Stressed interbank markets: evidence from the European financial and sovereign debt crisis," Working Paper Series 1925, European Central Bank.
- Dietrich Domanski & Leonardo Gambacorta & Cristina Picillo, 2015. "Central clearing: trends and current issues," BIS Quarterly Review, Bank for International Settlements, December.
- Biais, B. & Heider, F. & Hoerova, M., 2013. "Incentive compatible centralised clearing," Financial Stability Review, Banque de France, issue 17, pages 161-168, April.
- Bolton, Patrick & Oehmke, Martin, 2013. "Strategic conduct in credit derivative markets," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 652-658.
- Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe, 2017. "CoMargin," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(05), pages 2183-2215, October.
More about this item
Keywordsclearing systems; counterparty risk; counterparty risk; clearing systems;
- 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
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