Does OTC Derivatives Reform Incentivize Central Clearing?
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References listed on IDEAS
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Cited by:
- Darrell Duffie, 2018.
"Financial Regulatory Reform After the Crisis: An Assessment,"
Management Science, INFORMS, vol. 64(10), pages 4835-4857, October.
- Duffie, Darrell, 2016. "Financial Regulatory Reform after the Crisis: An Assessment," Research Papers 3440, Stanford University, Graduate School of Business.
- Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2024.
"Unintended Consequences of the Global Derivatives Market Reform,"
Journal of the European Economic Association, European Economic Association, vol. 22(6), pages 2467-2506.
- Ongena, Steven & Gandré, Pauline & Mariathasan, Mike & Merrouche, Ouarda, 2020. "Unintended Consequences Of The Global Derivatives Market Reform," CEPR Discussion Papers 14802, C.E.P.R. Discussion Papers.
- Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2021. "Unintended Consequences of the Global Derivatives Market Reform," EconomiX Working Papers 2021-36, University of Paris Nanterre, EconomiX.
- Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2020. "Unintended Consequences of the Global Derivatives Market Reform," Swiss Finance Institute Research Paper Series 20-02, Swiss Finance Institute.
- Ouarda Merrouche & Pauline Gandré & Mike Mariathasan & Steven Ongena, 2024. "Unintended Consequences of the Global Derivatives Market Reform," Post-Print hal-04376966, HAL.
- Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2021. "Unintended Consequences of the Global Derivatives Market Reform," Working Papers hal-04159726, HAL.
- Albert J Menkveld, 2017. "Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 7(2), pages 209-242.
- Office of Financial Research (ed.), . "New Public Disclosures Shed Light on Central Counterparties," Viewpoint Papers, Office of Financial Research, US Department of the Treasury, number 17-02, June.
- Yannick Armenti & Stéphane Crépey & Samuel Drapeau & Antonis Papapantoleon, 2018. "Multivariate Shortfall Risk Allocation and Systemic Risk," Working Papers hal-01764398, HAL.
- Mark Paddrik & Sriram Rajan & H. Peyton Young, 2016.
"Contagion in the CDS Market,"
Working Papers
16-12, Office of Financial Research, US Department of the Treasury.
- H Peyton Young & Mark Paddrik & Sriram Rajan, 2017. "Contagion in the CDS Market," Economics Series Working Papers 821, University of Oxford, Department of Economics.
- Ghamami, Samim & Glasserman, Paul, 2017. "Does OTC derivatives reform incentivize central clearing?," Journal of Financial Intermediation, Elsevier, vol. 32(C), pages 76-87.
- Rama Cont & Darrell Duffie & Paul Glasserman & Chris Rogers & Fernando Vega-Redondo, 2016. "Preface to the Special Issue on Systemic Risk: Models and Mechanisms," Operations Research, INFORMS, vol. 64(5), pages 1053-1055, October.
- Paddrick, Mark & Rajan, Sriram & Young, H. Peyton, 2020. "Contagion in derivatives markets," LSE Research Online Documents on Economics 100868, London School of Economics and Political Science, LSE Library.
- Mark Paddrik & Sriram Rajan & H. Peyton Young, 2020.
"Contagion in Derivatives Markets,"
Management Science, INFORMS, vol. 66(8), pages 3603-3616, August.
- H Peyton Young & Mark Paddrik & Sriram Rajan, 2017. "Contagion in Derivatives Markets," Economics Series Working Papers 839, University of Oxford, Department of Economics.
- H Peyton Young & Mark Paddrik & Sriram Rajan, 2019. "Contagion in Derivatives Markets," Economics Series Working Papers 886, University of Oxford, Department of Economics.
- Tomasz R. Bielecki & Igor Cialenco & Shibi Feng, 2018. "A Dynamic Model of Central Counterparty Risk," Papers 1803.02012, arXiv.org.
- Claessens, Stijn, 2017. "Regulation and structural change in financial systems," CEPR Discussion Papers 11822, C.E.P.R. Discussion Papers.
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More about this item
Keywords
central counterparties (ccp); over-the-counter; defaults; cost incentives;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2018-05-14 (Risk Management)
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