The Limits Of Central Counterparty Clearing: Collusive Moral Hazard And Market Liquidity
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Radoslav Raykov, 2014. "Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets," Staff Working Papers 14-29, Bank of Canada.
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More about this item
KeywordsCCP Clearing; Counterparty Risk; Moral Hazard; Collateral; Market Liquidity;
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CTA-2013-08-23 (Contract Theory & Applications)
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