Better anti-procyclicality? : from a critical assessment of anti-procyclicality tools to regulatory recommendations
Year of publication: |
2024
|
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Authors: | Siegl, Thomas ; Steinberg, Daniel |
Published in: |
Journal of risk : JOR. - London : Infopro Digital Risk, ISSN 1755-2842, ZDB-ID 2091446-5. - Vol. 26.2024, 3, p. 1-32
|
Subject: | margin models | procyclicality control | procyclicality mitigation | central counterparty initial margin | central counterparty regulation | risk management | Theorie | Theory | Risikomanagement | Risk management | Regulierung | Regulation | Kreditrisiko | Credit risk | Clearing | Financial clearing | Finanzmarktregulierung | Financial market regulation | Basler Akkord | Basel Accord |
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