A cost-benefit analysis of anti-procyclicality : analyzing approaches to procyclicality reduction in central counterparty initial margin models
David Murphy and Nicholas Vause
| Year of publication: |
2021
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| Authors: | Murphy, David ; Vause, Nicholas |
| Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 9.2021, 4, p. 27-50
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| Subject: | central counterparty (CCP) | cost–benefit analysis (CBA) | derivatives clearing | initialmargin models | mandatory clearing | procyclicality | Kosten-Nutzen-Analyse | Cost-benefit analysis | Derivat | Derivative | Clearing | Financial clearing | Theorie | Theory | Kreditrisiko | Credit risk | Finanzmarktregulierung | Financial market regulation | OTC-Handel | OTC market | Risikomanagement | Risk management | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JFMI.2021.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013269989