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Persistent link: https://www.econbiz.de/10015333832
Relying on recent CPMI-IOSCO public quantitative disclosure (PQD) data provided by 35 central counterparties (CCPs) over the 2015-2018 period, this paper empirically explores the risk management practices of central counterparties. We examine whether European CCPs are more prudent relative to...
Persistent link: https://www.econbiz.de/10012846070