I want security : stylized facts about central counterparty collateral and its systemic context
Year of publication: |
December 2016
|
---|---|
Authors: | Holden, Henry ; Houllier, Melanie ; Murphy, David |
Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 5.2016, 2, p. 53-75
|
Subject: | CCP | central counterparty | collateral | collateral haircut initial margin | margin procyclicality | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Finanzmarktregulierung | Financial market regulation | Clearing | Financial clearing | Theorie | Theory | Kreditgeschäft | Bank lending |
-
A theory of collateral requirements for central counterparties
Wang, Jessie Jiaxu, (2022)
-
A comparative analysis of tools to limit the procyclicality of initial margin requirements
Murphy, David, (2016)
-
The end of the waterfall : default resources of central counterparties
Cont, Rama, (2015)
- More ...
-
Houllier, Melanie, (2017)
-
Houllier, Melanie, (2017)
-
Initial margin model sensitivity analysis and volatility estimation
Houllier, Melanie, (2017)
- More ...