Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties
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- Gregor Helmut Schoenemann, 2022. "The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 446-471, March.
- Yannick Armenti & Stéphane Crépey, 2017. "Central Clearing Valuation Adjustment," Working Papers hal-01169169, HAL.
- Gorton, Gary & Metrick, Andrew, 2012.
"Securitized banking and the run on repo,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 425-451.
- Gary Gorton & Andrew Metrick, 2010. "Securitized Banking and the Run on Repo," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Gary B. Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," NBER Working Papers 15223, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," Yale School of Management Working Papers amz2358, Yale School of Management, revised 01 Sep 2009.
- Stefano Giglio, 2011.
"Credit default swap spreads and systemic financial risk,"
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1122, Federal Reserve Bank of Chicago.
- Giglio, Stefano, 2016. "Credit default swap spreads and systemic financial risk," ESRB Working Paper Series 15, European Systemic Risk Board.
- Yannick Armenti & St'ephane Cr'epey, 2015. "Central Clearing Valuation Adjustment," Papers 1506.08595, arXiv.org, revised Feb 2017.
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Keywords
WP; derivative; risk; counterparty risk; market; central counterparty; Large Complex Financial Institutions; OTC derivatives; Collateral Flow; Central Counterparties; OTC derivative; derivative activity; derivatives receivables; equity derivative; derivatives payables; derivatives payables position; derivative deal; commodity derivative; derivative obligation; derivative buyer; Collateral; Currencies; International liquidity; Derivative markets; Central counterparty clearing house; Global;All these keywords.
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