Procyclicality and risk-based access : valuing the embedded credit default swap of employing bilateral credit limits in financial market infrastructures
Oluwasegun Bewaji
| Year of publication: |
2019
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|---|---|
| Authors: | Bewaji, Oluwasegun |
| Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 7.2019, 3, p. 45-72
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| Subject: | high-value payment system | collateral requirements | intraday liquidity management | financial system fragility | Kreditderivat | Credit derivative | Bankenliquidität | Bank liquidity | Zahlungsverkehr | Payment transactions | Kreditgeschäft | Bank lending | Kreditsicherung | Collateral | Theorie | Theory | Finanzmarkt | Financial market | Kreditrisiko | Credit risk | Liquidität | Liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JFMI.2018.109 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012020394