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The collateral costs of clearing
Monnet, Cyril, (2014)
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki, (2016)
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide, (2004)
CFTC's rulemaking on the segregation of cleared swaps customer collateral: LSOC and beyond
Architzel, Paul M., (2012)
Blockchains and the risk management infrastructure of the derivatives industry
Walker, Petal P., (2019)