Stress testing OTC derivatives : clearing reforms and market frictions
Barbara Casu, Elena Kalotychou, Petros Katsoulis
| Year of publication: |
2025
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|---|---|
| Authors: | Casu, Barbara ; Kalotychou, Elena ; Katsoulis, Petros |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2165108-5. - Vol. 77.2025, Art.-No. 101388, p. 1-20
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| Subject: | Central clearing | Financial stability | Liquidity risk | Stress testing | Uncleared margin rules | Derivat | Derivative | OTC-Handel | OTC market | Finanzmarktregulierung | Financial market regulation | Stresstest | Stress test | Clearing | Financial clearing | Bankenliquidität | Bank liquidity | Kreditrisiko | Credit risk | Systemrisiko | Systemic risk | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2025.101388 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015323993