Limiting Taxpayer "Puts" - An Example from Central Counterparties
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References listed on IDEAS
- Mr. Manmohan Singh, 2010. "Collateral, Netting and Systemic Risk in the OTC Derivatives Market," IMF Working Papers 2010/099, International Monetary Fund.
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- Matt Gibson, 2013. "Recovery and Resolution of Central Counterparties," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 39-48, December.
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Cited by:
- Wenqian Huang & Elöd Takáts, 2024.
"Model Risk at Central Counterparties: Is Skin in the Game a Game Changer?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(3), pages 161-184, July.
- Wenqian Huang & Előd Takáts, 2020. "Model risk at central counterparties: Is skin-in-the-game a game changer?," BIS Working Papers 866, Bank for International Settlements.
- Huang, Wenqian & Takáts, Előd, 2024. "Model risk at central counterparties: is skin in the game a game changer?," LSE Research Online Documents on Economics 124360, London School of Economics and Political Science, LSE Library.
- Jorge Cruz Lopez & Mark Manning, 2017. "Who Pays? CCP Resource Provision in the Post-Pittsburgh World," Discussion Papers 17-17, Bank of Canada.
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Keywords
WP; central counterparty; central bank; variation margin; market; Lender-of-last-resort; central counterparties; variation margin gains haircut; allocation option; CCP rule; risk management practice; CCP insolvent; CCP credit risk; allocation choices arise; CCP failure; Central counterparty clearing house; Liquidity; Global;All these keywords.
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