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Resolution of Failing Central Counterparties
Citations
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As found by EconAcademics.org, the blog aggregator for Economics research:- Resolution Regimes for Central Clearing Parties
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-10-09 18:02:53
Citations
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Cited by:
- Heath, Alexandra & Kelly, Gerard & Manning, Mark & Markose, Sheri & Shaghaghi, Ali Rais, 2016. "CCPs and network stability in OTC derivatives markets," Journal of Financial Stability, Elsevier, vol. 27(C), pages 217-233.
- Piotr Łasak & Alicja Szyszko & Patryk Pagacz, 2019. "The interconnectedness between traditional banks, shadow banking and non-performing loans in the Chinese economy," Bank i Kredyt, Narodowy Bank Polski, vol. 50(4), pages 347-374.
- Yannick Armenti & Stéphane Crépey, 2017. "Central Clearing Valuation Adjustment," Working Papers hal-01169169, HAL.
- Inaki Aldasoro & Luitgard A M Veraart, 2022.
"Systemic Risk in Markets with Multiple Central Counterparties,"
BIS Working Papers
1052, Bank for International Settlements.
- Veraart, Luitgard A. M. & Aldasoro, Iñaki, 2025. "Systemic risk in markets with multiple central counterparties," LSE Research Online Documents on Economics 124535, London School of Economics and Political Science, LSE Library.
- Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2024.
"Loss Sharing in Central Clearinghouses: Winners and Losers,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 237-273.
- Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2021. "Loss Sharing in Central Clearinghouses: Winners and Losers," ECONtribute Discussion Papers Series 066, University of Bonn and University of Cologne, Germany.
- Kubitza, Christian & Pelizzon, Loriana & Sherman, Mila Getmansky, 2023. "Loss sharing in central clearinghouses: winners and losers," Working Paper Series 2873, European Central Bank.
- Vincent Bignon & Guillaume Vuillemey, 2020.
"The Failure of a Clearinghouse: Empirical Evidence [Counterparty risk externality: centralized versus over-the-counter markets],"
Review of Finance, European Finance Association, vol. 24(1), pages 99-128.
- Vuillemey, Guillaume & Bignon, Vincent, 2016. "The Failure of a Clearinghouse: Empirical Evidence," CEPR Discussion Papers 11630, C.E.P.R. Discussion Papers.
- V. Bignon & G. Vuillemey, 2017. "The Failure of a Clearinghouse:Empirical Evidence," Working papers 638, Banque de France.
- White, Lucy & Walther, Ansgar, 2019. "Rules versus Discretion in Bank Resolution," CEPR Discussion Papers 14048, C.E.P.R. Discussion Papers.
- Amini, Hamed & Bichuch, Maxim & Feinstein, Zachary, 2023. "Decentralized payment clearing using blockchain and optimal bidding," European Journal of Operational Research, Elsevier, vol. 309(1), pages 409-420.
- Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018.
"The pitfalls of central clearing in the presence of systematic risk,"
ICIR Working Paper Series
31/18, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila, 2019. "Pitfalls of central clearing in the presence of systematic risk," SAFE Working Paper Series 235, Leibniz Institute for Financial Research SAFE, revised 2019.
- Cecchetti, Stephen & Berner, Richard & Schoenholtz, Kermit L., 2019.
"Stress Testing Networks: The Case of Central Counterparties,"
CEPR Discussion Papers
13604, C.E.P.R. Discussion Papers.
- Richard B. Berner & Stephen G. Cecchetti & Kermit L. Schoenholtz, 2019. "Stress Testing Networks: The Case of Central Counterparties," NBER Working Papers 25686, National Bureau of Economic Research, Inc.
- Boissel, Charles & Derrien, François & Ors, Evren & Thesmar, David, 2017.
"Systemic risk in clearing houses: Evidence from the European repo market,"
Journal of Financial Economics, Elsevier, vol. 125(3), pages 511-536.
- Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015. "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series 1112, HEC Paris.
- Boissel, Charles & Derrien, François & Örs, Evren & Thesmar, David, 2016. "Systemic risk in clearing houses: Evidence from the European repo market," ESRB Working Paper Series 10, European Systemic Risk Board.
- Bolton, Patrick & Oehmke, Martin, 2018. "Bank resolution and the structure of global banks," LSE Research Online Documents on Economics 118937, London School of Economics and Political Science, LSE Library.
- Vuillemey, Guillaume, 2023. "Mitigating fire sales with a central clearing counterparty," Journal of Financial Intermediation, Elsevier, vol. 55(C).
- Ghamami, Samim & Paddrik, Mark & Zhang, Simpson, 2023.
"Central Counterparty Default Waterfalls and Systemic Loss,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(8), pages 3577-3612, December.
- Mark Paddrik & Simpson Zhang, 2019. "Central Counterparty Default Waterfalls and Systemic Loss," 2019 Meeting Papers 213, Society for Economic Dynamics.
- Mark Paddrik & Simpson Zhang, 2020. "Central Counterparty Default Waterfalls and Systemic Loss," Working Papers 20-04, Office of Financial Research, US Department of the Treasury.
- González-Urteaga, Ana & Rubio, Gonzalo, 2022. "Guarantee requirements by European central counterparties and international volatility spillovers," Research in International Business and Finance, Elsevier, vol. 62(C).
- Patrick Bolton & Martin Oehmke, 2019. "Bank Resolution and the Structure of Global Banks," The Review of Financial Studies, Society for Financial Studies, vol. 32(6), pages 2384-2421.
- Ricardo Mariño-Martínez & Carlos León & Carlos Cadena-Silva, 2020.
"Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia,"
Borradores de Economia
1101, Banco de la Republica de Colombia.
- Mariño-Martínez, Ricardo & León, Carlos & Cadena-Silva, Carlos, 2020. "Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia," Working papers 33, Red Investigadores de Economía.
- Bolton, Patrick & Oehmke, Martin, 2019. "Bank resolution and the structure of global banks," LSE Research Online Documents on Economics 90056, London School of Economics and Political Science, LSE Library.
- Christian Julliard & Gabor Pinter & Karamfil Todorov & Jean-Charles Wijnandts & Kathy Yuan, 2022.
"What drives repo haircuts? Evidence from the UK market,"
BIS Working Papers
1027, Bank for International Settlements.
- Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022. "What drives repo haircuts? Evidence from the UK market," Bank of England working papers 985, Bank of England.
- Jessie Jiaxu Wang & Agostino Capponi & Hongzhong Zhang, 2022. "A Theory of Collateral Requirements for Central Counterparties," Management Science, INFORMS, vol. 68(9), pages 6993-7017, September.
- Agostino Capponi & W. Allen Cheng & Sriram Rajan, 2015. "Systemic Risk: The Dynamics under Central Clearing," Working Papers 15-08, Office of Financial Research, US Department of the Treasury.
- Bolton, Patrick & Oehmke, Martin, 2018. "Bank Resolution and the Structure of Global Banks," CEPR Discussion Papers 13032, C.E.P.R. Discussion Papers.
- Friesz, Melinda, 2020. "The Financial System’s Resilience is Everything, But at what Cost?," Public Finance Quarterly, Corvinus University of Budapest, vol. 65(4), pages 472-484.
- Weronika Rec, 2019. "Loss absorption capacity of central counterparties. Evidence from EU-authorised CCPs – part I," Bank i Kredyt, Narodowy Bank Polski, vol. 50(4), pages 329-346.
- Dermot Turing & Mr. Manmohan Singh, 2018. "The Morning After--The Impact on Collateral Supply After a Major Default," IMF Working Papers 2018/228, International Monetary Fund.
- Yannick Armenti & St'ephane Cr'epey, 2015. "Central Clearing Valuation Adjustment," Papers 1506.08595, arXiv.org, revised Feb 2017.