Indicators for the monitoring of central counterparties in the EU
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References listed on IDEAS
- Pawe³ Fiedor & Sarah Lapschies & Lucia Országhová, 2017.
"Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market,"
Working and Discussion Papers
WP 7/2017, Research Department, National Bank of Slovakia.
- Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series 54, European Systemic Risk Board.
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- Marco Bardoscia & Ginestra Bianconi & Gerardo Ferrara, 2019. "Multiplex network analysis of the UK over‐the‐counter derivatives market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1520-1544, October.
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More about this item
Keywordscentral counterparties; monitoring; PQD data; systemic risk;
All these keywords.
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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