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  • Search: subject:"netting efficiency"
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Year of publication
Subject
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Clearing 3 Financial clearing 3 Financial market regulation 3 Finanzmarktregulierung 3 Ansteckungseffekt 2 Contagion effect 2 Credit risk 2 Derivat 2 Derivative 2 Kreditrisiko 2 Netting efficiency 2 OTC market 2 OTC-Handel 2 Theorie 2 Theory 2 financial network 2 interoperability between central counterparties 2 netting efficiency 2 systemic risk 2 Bilaterally clearing 1 Central clearing counterparty 1 Central counterparty (CCP) 1 Collateral 1 Collateralization 1 Default contagion 1 Dynamic exposure 1 Europa 1 Europe 1 Kreditsicherung 1 OTC derivatives reforms 1 Regulation 1 Regulierung 1 Risikomanagement 1 Risk management 1 Securities trading 1 Systemic risk 1 Systemrisiko 1 Welt 1 Wertpapierhandel 1 World 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3 Undetermined 1
Author
All
Mägerle, Jürg 2 Nellen, Thomas 2 Bo, Lijun 1 Heath, Alexandra 1 Kelly, Gerard 1 Liu, Yanchu 1 Manning, Mark 1 Markose, Sheri M. 1 Shaghaghi, Ali Rais 1 Zhang, Tingting 1
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Institution
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Schweizerische Nationalbank (SNB) 1
Published in...
All
Journal of financial stability 1 Quantitative finance 1 The journal of financial market infrastructures 1 Working Papers / Schweizerische Nationalbank (SNB) 1
Source
All
ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
Cover Image
Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
Bo, Lijun; Liu, Yanchu; Zhang, Tingting - In: Quantitative finance 21 (2021) 7, pp. 1187-1206
Persistent link: https://www.econbiz.de/10012588035
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Interoperability between central counterparties
Mägerle, Jürg; Nellen, Thomas - Schweizerische Nationalbank (SNB) - 2011
In reaction to recent requests for interoperability between central counterparties of European stock markets, regulators have issued new guidelines to contain systemic risk. Our analysis confirms that the currently applied cross-CCP risk management model can be a source of contagion,...
Persistent link: https://www.econbiz.de/10009367191
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Cover Image
CCPs and network stability in OTC derivatives markets
Heath, Alexandra; Kelly, Gerard; Manning, Mark; … - In: Journal of financial stability 27 (2016), pp. 217-233
Persistent link: https://www.econbiz.de/10011705699
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Interoperability between central counterparties
Mägerle, Jürg; Nellen, Thomas - In: The journal of financial market infrastructures 4 (2015) 2, pp. 49-71
Persistent link: https://www.econbiz.de/10011451324
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