Supervisory stress testing for central counterparties : a macroprudential, two-tier approach
Edward Anderson, Fernando Cerezetti and Mark Manning
| Year of publication: |
2019
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|---|---|
| Authors: | Anderson, Edward ; Cerezetti, Fernando ; Manning, Mark |
| Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 8.2019, 1, p. 1-25
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| Subject: | central counterparty (CCP) | stress testing | financial regulation | macroprudential policy | systemic risk | Finanzmarktaufsicht | Financial supervision | Systemrisiko | Systemic risk | Bankenaufsicht | Banking supervision | Kreditrisiko | Credit risk | Stresstest | Stress test | Risikomanagement | Risk management | Finanzmarktregulierung | Financial market regulation | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Clearing | Financial clearing | Regulierung | Regulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JFMI.2019.115 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012373171