Intraday margining of Central counterparties : EU practice and a theoretical evaluation of benefits and costs
Year of publication: |
2006
|
---|---|
Authors: | Wendt, Froukelien |
Publisher: |
Amsterdam : De Nederlandsche Bank |
Subject: | Clearinghouse | Central counterparty | Replacement cost risk | Intraday margin | Theorie | Theory | Clearing | Financial clearing | Risikomanagement | Risk management | Wertpapierhandel | Securities trading | Kreditrisiko | Credit risk | Finanzmarktregulierung | Financial market regulation | Kosten-Nutzen-Analyse | Cost-benefit analysis | Derivat | Derivative |
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