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type_genre:"Graue Literatur"
~isPartOf:"CPMI papers"
~isPartOf:"Staff working papers / Bank of England"
~subject:"Konjunktur"
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Margin procyclicality and the collateral cycle
Benos, Evangelos
;
Ferrara, Gerardo
;
Ranaldo, Angelo
-
2022
Persistent link: https://www.econbiz.de/10013185976
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2
A CBA of APC : analysing approaches to procyclicality reduction in CCP initial margin models
Murphy, David
;
Vause, Nicholas
-
2021
Persistent link: https://www.econbiz.de/10012795359
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A comparative analysis of tools to limit the procyclicality of initial margin requirements
Murphy, David
;
Vasios, Michalis
;
Vause, Nicholas
-
2016
Persistent link: https://www.econbiz.de/10011480672
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