Why Is a CCP failure very unlikely?
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- McLaughlin, Dennis & Berndsen, Ron, 2021. "Why Is a CCP failure very unlikely?," Discussion Paper 2021-002, Tilburg University, Center for Economic Research.
References listed on IDEAS
- Berndsen, Ron, 2020.
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- Marco Moscadelli, 2004. "The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee," Temi di discussione (Economic working papers) 517, Bank of Italy, Economic Research and International Relations Area.
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Cited by:
- Bardoscia, Marco & Ferrara, Gerardo & Vause, Nicholas & Yoganayagam, Michael, 2021.
"Simulating liquidity stress in the derivatives market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Bardoscia, Marco & Ferrara, Gerardo & Vause, Nicholas & Yoganayagam, Michael, 2019. "Simulating liquidity stress in the derivatives market," Bank of England working papers 838, Bank of England.
- Bardoscia, Marco & Caccioli, Fabio & Gao, Haotian, 2022. "Efficiency of central clearing under liquidity stress," Bank of England working papers 1002, Bank of England.
- Melinda Friesz & Kira Muratov-Szabó & Andrea Prepuk & Kata Váradi, 2021. "Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint," Risks, MDPI, vol. 9(8), pages 1-19, August.
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JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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