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Search: subject:"Variation margin"
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Financial market regulation
8
Finanzmarktregulierung
8
Clearing
7
Theorie
7
Theory
7
variation margin
7
Credit risk
6
Derivat
6
Derivative
6
Financial clearing
6
Kreditrisiko
6
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6
Collateral
5
Kreditsicherung
5
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5
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4
Finanzkrise
4
Initial margin
4
Variation margin
4
CCP
3
Portfolio selection
3
Portfolio-Management
3
initial margin
3
Bailout
2
Bankenkrise
2
Banking crisis
2
Coronavirus
2
EMIR
2
EMIR data
2
FX derivatives
2
Foreign exchange reserves
2
Hedging
2
Impact assessment
2
Lender of last resort
2
Reserve currency
2
Reservewährung
2
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2
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2
Schuldenübernahme
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9
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English
16
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Jukonis, Audrius
4
Grothe, Magdalena
3
Pancost, N. Aaron
3
Tompaidis, Stathis
3
Czech, Robert
2
Huang, Shiyang
2
Kumar, Manmohan S.
2
Letizia, Elisa
2
Lou, Dong
2
Rousová, Linda
2
Turing, Dermot
2
Wang, Tianyu
2
Barz, Katja
1
Berndsen, Ron
1
Brigo, Damiano
1
Jin, YangKyu
1
Meyding-Metzger, Angelika
1
Pallavicini, Andrea
1
Singh, Manmohan
1
Suh, Sangwon
1
Weigel, Wolfgang
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International Monetary Fund (IMF)
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The journal of financial market infrastructures
4
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IRZ : Zeitschrift für internationale Rechnungslegung
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Journal of financial economics
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
13
EconStor
3
RePEc
1
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11
Collateral competition : evidence from central counterparties
Grothe, Magdalena
;
Pancost, N. Aaron
;
Tompaidis, Stathis
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 536-556
Persistent link: https://www.econbiz.de/10014420558
Saved in:
12
Central counterparties : magic relighting candles?
Turing, Dermot
- In:
The journal of financial market infrastructures
8
(
2019
)
1
,
pp. 27-49
Persistent link: https://www.econbiz.de/10012373184
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13
Limiting Taxpayer “Putsâ€â€”An Example from Central Counterparties
Singh, Manmohan
-
International Monetary Fund (IMF)
-
2014
, the clearing members and derivative end-users. In the context of LOLR, the proposed
variation
margin
gains haircut (VMGH …
Persistent link: https://www.econbiz.de/10011123831
Saved in:
14
Central counterparty resolution : an unresolved problem
Kumar, Manmohan S.
;
Turing, Dermot
- In:
The journal of financial market infrastructures
6
(
2017/2018
)
2/3
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011912401
Saved in:
15
Limiting taxpayer "puts" : an example from central counterparties
Kumar, Manmohan S.
- In:
The journal of financial market infrastructures
3
(
2015
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011309735
Saved in:
16
Bilanzielle Saldierung von derivativen Finanzinstrumemnten (insbes. Zinsswaps) des Handelsbestands nach HGB und IFRS bei Kreditinstituten
Barz, Katja
;
Meyding-Metzger, Angelika
;
Weigel, Wolfgang
- In:
IRZ : Zeitschrift für internationale Rechnungslegung
10
(
2015
)
7/8
,
pp. 285-293
Persistent link: https://www.econbiz.de/10011341360
Saved in:
17
Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
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