Search Results - subject:"CCPs"

Portfolio margining using PCA latent factors

Du, Shengwu; Nesmith, Travis D. - 2025

Persistent link: https://www.econbiz.de/10015406665

Appropriation and routinisation of circular consumer practices : a review of current knowledge in the circular economy literature

Rabiu, Mubarik Kassim; Jaeger-Erben, Melanie - In: Cleaner and responsible consumption 7 (2022), pp. 1-14

There is an increasing desire for regenerative consumption and production systems that—through the concept of the circular economy-enable longer and better use of resources and products. Circular products and services designed for repair, reuse and recycling require alternative consumption...

Persistent link: https://www.econbiz.de/10014230386

Always look on the bright side? : central counterparties and interbank markets during the financial crisis

Affinito, Massimiliano; Piazza, Matteo - 2018

Persistent link: https://www.econbiz.de/10011949639

Post-crisis international financial regulatory reforms : a primer

Borio, Claudio E. V.; Farag, Marc; Tarashev, Nikola A. - 2020

Persistent link: https://www.econbiz.de/10012238389

Model risk at central counterparties : is skin-in-the-game a game changer?

Huang, Wenqian; Takáts, Előd - 2020

Persistent link: https://www.econbiz.de/10012238836

Central clearing and systemic liquidity risk

King, Thomas B.; Nesmith, Travis D.; Paulson, Anna Louise; … - 2020

Persistent link: https://www.econbiz.de/10012388264

Central clearing and systemic liquidity risk

King, Thomas; Nesmith, Travis D.; Paulson, Anna Louise; … - 2019

By stepping between bilateral counterparties, a central counterparty (CCP) transforms credit exposure. CCPs generally … improve financial stability. Nevertheless, large CCPs are by nature concentrated and interconnected with major global banks …. Moreover, although they mitigate credit risk, CCPs create liquidity risks, because they rely on participants to provide cash …

Persistent link: https://www.econbiz.de/10012429406

Central counterparty exposure in stressed markets

Huang, Wenqian; Menkveld, Albert J.; Yu, Shihao - 2019

Persistent link: https://www.econbiz.de/10012168941

Central clearing and systemic liquidity risk

King, Thomas B.; Nesmith, Travis D.; Paulson, Anna Louise; … - 2019

Persistent link: https://www.econbiz.de/10012130105

Central counterparty capitalization and misaligned incentives

Huang, Wenqian - 2019 - This draft: February 7, 2019

Persistent link: https://www.econbiz.de/10011981373