A systemic change of measure from central clearing
Year of publication: |
2022
|
---|---|
Authors: | Hwang, Injun ; Kim, Baeho |
Subject: | central clearing | margin policy | measure change | Monte Carlo simulation | systemic risk | tail risk concentration | Systemrisiko | Systemic risk | Monte-Carlo-Simulation | Clearing | Financial clearing | Finanzmarktregulierung | Financial market regulation | Risiko | Risk | Theorie | Theory | Finanzkrise | Financial crisis | Messung | Measurement | Simulation |
-
Loss absorption capacity of central counterparties : evidence from EU-authorised CCPs, part I
Rec, Weronika, (2019)
-
Loss absorption capacity of central counterparties : evidence from EU-authorised CCPs, part II
Rec, Weronika, (2019)
-
Central counterparties can reduce, but also cause risks
Korpinen, Kasperi, (2016)
- More ...
-
Heterogeneity and netting efficiency under central clearing : A stochastic network analysis
Hwang, Injun, (2019)
-
A systemic change of measure from central clearing
Hwang, Injun, (2021)
-
Abnormal Downside Tail Risk as a Predictor of Risky Bond Returns
Ahn, Jisu, (2022)
- More ...