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Does OTC derivatives reform incentivize central clearing?

Citations

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Cited by:

  1. Takino, Kazuhiro, 2025. "Participants’ preferences for settlement netting of derivatives contracts," Finance Research Letters, Elsevier, vol. 73(C).
  2. Piotr Łasak & Alicja Szyszko & Patryk Pagacz, 2019. "The interconnectedness between traditional banks, shadow banking and non-performing loans in the Chinese economy," Bank i Kredyt, Narodowy Bank Polski, vol. 50(4), pages 347-374.
  3. Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo, 2022. "Collateral Cycles," Swiss Finance Institute Research Paper Series 22-91, Swiss Finance Institute.
  4. Czech, Robert, 2021. "Credit default swaps and corporate bond trading," Journal of Financial Intermediation, Elsevier, vol. 48(C).
  5. Paddrick, Mark & Young, H. Peyton, 2021. "How safe are central counterparties in credit default swap markets?," LSE Research Online Documents on Economics 101170, London School of Economics and Political Science, LSE Library.
  6. Gabrielle Demange & Thibaut Piquard, 2021. "On the market structure of central counterparties in the EU," PSE Working Papers halshs-03107812, HAL.
  7. Sirio Aramonte & Wenqian Huang, 2019. "OTC derivatives: euro exposures rise and central clearing advances," BIS Quarterly Review, Bank for International Settlements, December.
  8. Mark Paddrik & H. Peyton Young, 2017. "How Safe are Central Counterparties in Derivatives Markets?," Working Papers 17-06, Office of Financial Research, US Department of the Treasury.
  9. Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2024. "Loss Sharing in Central Clearinghouses: Winners and Losers," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 237-273.
  10. Bellia, Mario & Girardi, Giulio & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas, 2024. "The demand for central clearing: To clear or not to clear, that is the question!," Journal of Financial Stability, Elsevier, vol. 72(C).
  11. Ghamami, Samim & Glasserman, Paul & Young, Hobart, 2022. "Collateralized networks," LSE Research Online Documents on Economics 107496, London School of Economics and Political Science, LSE Library.
  12. Onur, Esen & Reiffen, David & Sharma, Rajiv, 2024. "The impact of margin requirements on voluntary clearing decisions," Journal of Financial Markets, Elsevier, vol. 68(C).
  13. Samim Ghamami & Paul Glasserman & H. Peyton Young, 2022. "Collateralized Networks," Management Science, INFORMS, vol. 68(3), pages 2202-2225, March.
  14. Cristiano Zazzara, 2020. "The new OTC derivatives landscape: (more) transparency, liquidity, and electronic trading," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(2), pages 170-187, June.
  15. Demange, Gabrielle & Piquard, Thibaut, 2023. "On the choice of central counterparties in the EU," Journal of Financial Markets, Elsevier, vol. 64(C).
  16. Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018. "The pitfalls of central clearing in the presence of systematic risk," ICIR Working Paper Series 31/18, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  17. Andrew Ellul & Dasol Kim, 2022. "Counterparty Choice, Bank Interconnectedness, and Bank Risk-taking," Working Papers 22-06, Office of Financial Research, US Department of the Treasury.
  18. Mark Paddrik & Sriram Rajan & H. Peyton Young, 2020. "Contagion in Derivatives Markets," Management Science, INFORMS, vol. 66(8), pages 3603-3616, August.
  19. Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Other publications TiSEM 1f3bd844-92ab-4104-8f57-9, Tilburg University, School of Economics and Management.
  20. Samim Ghamami & Paul Glasserman, 2019. "Submodular Risk Allocation," Management Science, INFORMS, vol. 65(10), pages 4656-4675, October.
  21. Pablo D'Erasmo & Selman Erol & Guillermo Ordoñez, 2025. "Unintended Consequences of Regulating Central Clearing," Working Papers 25-24, Federal Reserve Bank of Philadelphia.
  22. Fiedor, Paweł, 2018. "Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets," ESRB Working Paper Series 72, European Systemic Risk Board.
  23. Ghamami, Samim & Paddrik, Mark & Zhang, Simpson, 2023. "Central Counterparty Default Waterfalls and Systemic Loss," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(8), pages 3577-3612, December.
  24. Marco Bardoscia & Fabio Caccioli & Haotian Gao, 2022. "Efficiency of central clearing under liquidity stress," Bank of England working papers 1002, Bank of England.
  25. Casu, Barbara & Kalotychou, Elena & Katsoulis, Petros, 2025. "Stress testing OTC derivatives: Clearing reforms and market frictions," Journal of Financial Stability, Elsevier, vol. 77(C).
  26. H Peyton Young & Mark Paddrik, 2019. "How Safe are Central Counterparties in Credit Default Swap Markets?," Economics Series Working Papers 885, University of Oxford, Department of Economics.
  27. Weronika Rec, 2019. "Loss absorption capacity of central counterparties. Evidence from EU-authorised CCPs – part I," Bank i Kredyt, Narodowy Bank Polski, vol. 50(4), pages 329-346.
  28. Melinda Friesz & Kira Muratov-Szabó & Andrea Prepuk & Kata Váradi, 2021. "Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint," Risks, MDPI, vol. 9(8), pages 1-19, August.
  29. Tomasz R. Bielecki & Igor Cialenco & Shibi Feng, 2018. "A Dynamic Model Of Central Counterparty Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(08), pages 1-34, December.
  30. Mr. Manmohan Singh & Dermot Turing, 2018. "Central Counterparties Resolution—An Unresolved Problem," IMF Working Papers 2018/065, International Monetary Fund.
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