Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10012419099
Persistent link: https://www.econbiz.de/10012312876
Persistent link: https://www.econbiz.de/10013499066
Persistent link: https://www.econbiz.de/10013357015
Purpose: The purpose of this paper is to investigate the possibility of monitoring stress on stock markets from the perspective of a central counterparty (CCP). Due to their balanced positions, CCPs are exposed to extreme price movements in both directions; thus, the major risk for them derives...
Persistent link: https://www.econbiz.de/10012080031
Persistent link: https://www.econbiz.de/10014490726
Persistent link: https://www.econbiz.de/10014478626
Persistent link: https://www.econbiz.de/10013258996