A systemic change of measure from central clearing
Injun Hwang, Baeho Kim
| Year of publication: |
2022
|
|---|---|
| Authors: | Hwang, Injun ; Kim, Baeho |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 9, p. 1738-1754
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465811