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Measuring Systemwide Resilience of Central Counterparties

Author

Listed:
  • Stathis Tompaidis

    (Office of Financial Research)

Abstract

This brief proposes a novel way to conduct a U.S. systemwide stress test of central counterparties, or CCPs. The approach takes into account the impacts of losses and defaults at CCPs' member banks. It would require little extra effort by companies because regulators can use the results of existing stress tests of CCPs.

Suggested Citation

  • Stathis Tompaidis, 2017. "Measuring Systemwide Resilience of Central Counterparties," Briefs 17-03, Office of Financial Research, US Department of the Treasury.
    • Handle: RePEc:ofr:briefs:17-03
    as

    Download full text from publisher

    File URL: https://www.financialresearch.gov/briefs/files/OFRBr_2017_03_CCP-Stress-Testing.pdf
    File Function: First version, 2017
    Download Restriction: no
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    Cited by:

    1. Office of Financial Research (ed.), . "New Public Disclosures Shed Light on Central Counterparties," Viewpoint Papers, Office of Financial Research, US Department of the Treasury, number 17-02, May.

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