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Monitoring CCP Exposure, in Real Time if Needed

In: Achieving Financial Stability Challenges to Prudential Regulation

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  • Albert J. Menkveld

Abstract

A couple of years ago I, out of the blue, received a phone call from a clearing house in Europe. They asked me for a fresh outside perspective on how much margin to charge a clearing member. The topic was new to me, and it fascinated me from the start. Up until that point I had been working on various issues related to trading, high-frequency trading and liquidity in particular, but never deeply thought about central clearing and how to optimally charge margin…

Suggested Citation

  • Albert J. Menkveld, 2017. "Monitoring CCP Exposure, in Real Time if Needed," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman & Agnese Leonello & Simone Manganelli (ed.), Achieving Financial Stability Challenges to Prudential Regulation, chapter 16, pages 225-235, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789813223400_0016
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    More about this item

    Keywords

    Money and Banking; International Banking; Financial Instititions; Banks; Regulations; Compliance; Financial Crisis; Great Financial Crisis 2008; Microprudential; Macroprudential; Financial Stability;
    All these keywords.

    JEL classification:

    • E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General

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