Automating the OTC derivative collateral management function
Year of publication: |
2010
|
---|---|
Authors: | Ciulla, Thomas ; Bloom, Daniel ; Ages, Justin |
Published in: |
Journal of securities operations & custody. - London : Stewart, ISSN 1753-1802, ZDB-ID 2419620-4. - Vol. 3.2010/11, 2, p. 103-110
|
Subject: | OTC-Handel | OTC market | Kreditsicherung | Collateral | Elektronischer Datenaustausch | Electronic data interchange | Derivat | Derivative | Kreditrisiko | Credit risk |
-
Reducing margin procyclicality at central counterparties
Raykov, Radoslav, (2018)
-
An equilibrium pricing for OTC derivatives with non-cash collateralisation
Takino, Kazuhiro, (2018)
-
The efficiency of central clearing : a segmented markets approach
Hansen, James, (2016)
- More ...
-
Automating the OTC derivative collateral management function
Ciulla, Thomas, (2010)
-
Achieving HR excellence through Six Sigma
Bloom, Daniel, (2021)
-
Bloom, Daniel, (2019)
- More ...