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Does a Central Clearing Counterparty Reduce Counterparty Risk?
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Cited by:
- Jaremski, Matthew, 2018.
"The (dis)advantages of clearinghouses before the Fed,"
Journal of Financial Economics, Elsevier, vol. 127(3), pages 435-458.
- Matthew S. Jaremski, 2017. "The (Dis)Advantages of Clearinghouses Before the Fed," NBER Working Papers 23113, National Bureau of Economic Research, Inc.
- Loon, Yee Cheng & Zhong, Zhaodong Ken, 2014. "The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market," Journal of Financial Economics, Elsevier, vol. 112(1), pages 91-115.
- Matthias Arnsdorf, 2012. "Central Counterparty Risk," Papers 1205.1533, arXiv.org.
- Huber, Samuel & Kim, Jaehong, 2019.
"The role of trading frictions in financial markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 1-18.
- Samuel Huber & Jaehong Kim, 2015. "The role of trading frictions in financial markets," ECON - Working Papers 211, Department of Economics - University of Zurich, revised Jul 2017.
- Christian Opp & Vincent Glode, 2016. "(De)centralizing Trade," 2016 Meeting Papers 1591, Society for Economic Dynamics.
- Aldasoro, Iñaki & Delli Gatti, Domenico & Faia, Ester, 2017.
"Bank networks: Contagion, systemic risk and prudential policy,"
Journal of Economic Behavior & Organization, Elsevier, vol. 142(C), pages 164-188.
- Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2015. "Bank Networks: Contagion, Systemic Risk and Prudential Policy," DISCE - Working Papers del Dipartimento di Economia e Finanza def028, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Inaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2015. "Bank Networks: Contagion, Systemic Risk and Prudential Policy," CESifo Working Paper Series 5182, CESifo.
- Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2016. "Bank networks: contagion, systemic risk and prudential policy," BIS Working Papers 597, Bank for International Settlements.
- Aldasoro, Iñaki & Delli Gatti, Domenico & Faia, Ester, 2015. "Bank networks: Contagion, systemic risk and prudential policy," SAFE Working Paper Series 87, Leibniz Institute for Financial Research SAFE, revised 2015.
- Faia, Ester & Delli Gatti, Domenico & Aldasoro, Inaki, 2015. "Bank Networks: Contagion, Systemic Risk and Prudential Policy," CEPR Discussion Papers 10540, C.E.P.R. Discussion Papers.
- Bellia, Mario & Girardi, Giulio & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas, 2024.
"The demand for central clearing: To clear or not to clear, that is the question!,"
Journal of Financial Stability, Elsevier, vol. 72(C).
- Bellia, Mario & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas A., 2017. "The demand for central clearing: to clear or not to clear, that is the question," ESRB Working Paper Series 62, European Systemic Risk Board.
- Bellia, Mario & Girardi, Giulio & Panzica, Roberto Calogero & Pelizzon, Loriana & Peltonen, Tuomo, 2022. "The demand for central clearing: To clear or not to clear, that is the question," SAFE Working Paper Series 193, Leibniz Institute for Financial Research SAFE, revised 2022.
- Arnold, M., 2017. "The impact of central clearing on banks’ lending discipline," Journal of Financial Markets, Elsevier, vol. 36(C), pages 91-114.
- Zhang, Ping & Yin, Shiqi & Sha, Yezhou, 2023. "Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Wenqian Huang, 2019. "Central counterparty capitalization and misaligned incentives," BIS Working Papers 767, Bank for International Settlements.
- Arping, Stefan, 2014.
"Credit protection and lending relationships,"
Journal of Financial Stability, Elsevier, vol. 10(C), pages 7-19.
- Stefan Arping, 2012. "Credit Protection and Lending Relationships," Tinbergen Institute Discussion Papers 12-142/IV/DSF48, Tinbergen Institute.
- Brigo, Damiano & Francischello, Marco & Pallavicini, Andrea, 2019. "Nonlinear valuation under credit, funding, and margins: Existence, uniqueness, invariance, and disentanglement," European Journal of Operational Research, Elsevier, vol. 274(2), pages 788-805.
- Viral V. Acharya & Hanh T. Le & Hyun Song Shin, 2017.
"Bank Capital and Dividend Externalities,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 988-1018.
- Shin, Hyun Song & Acharya, Viral & Le, Hanh, 2013. "Bank Capital and Dividend Externalities," CEPR Discussion Papers 9479, C.E.P.R. Discussion Papers.
- Shin, Hyun Song & Acharya, Viral & Le, Hanh, 2014. "Bank Capital and Dividend Externalities," CEPR Discussion Papers 9865, C.E.P.R. Discussion Papers.
- Viral Acharya & Hanh Le & Hyun Song Shin, 2016. "Bank capital and dividend externalities," BIS Working Papers 580, Bank for International Settlements.
- Viral V. Acharya & Hanh Le & Hyun Song Shin, 2013. "Bank Capital and Dividend Externalities," NBER Working Papers 19707, National Bureau of Economic Research, Inc.
- Brunnermeier, Markus K. & Oehmke, Martin, 2013.
"Bubbles, Financial Crises, and Systemic Risk,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288,
Elsevier.
- Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
- Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon, 2020. "Interest rate swaps clearing and systemic risk," Finance Research Letters, Elsevier, vol. 33(C).
- Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021. "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, vol. 139(2), pages 545-560.
- Matthew O Jackson & Agathe Pernoud, 2024.
"Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2017-2062.
- Matthew O. Jackson & Agathe Pernoud, 2020. "Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks," Papers 2012.12861, arXiv.org, revised Jul 2023.
- Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014.
"Derivatives holdings and systemic risk in the U.S. banking sector,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 84-104.
- MarÃa RodrÃguez-Moreno & Sergio Mayordomo & Juan Ignacio Peña, 2012. "Derivatives Holdings and Systemic Risk in the U.S. Banking Sector," Faculty Working Papers 21/12, School of Economics and Business Administration, University of Navarra.
- Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe~na, 2022. "Derivatives Holdings and Systemic Risk in the U.S. Banking Sector," Papers 2202.02254, arXiv.org.
- Alexandra Heath & Gerard Kelly & Mark Manning, 2013. "OTC Derivatives Reform: Netting and Networks," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
- Viral V. Acharya & Aaditya M. Iyer & Rangarajan K. Sundaram, 2020.
"Risk-Sharing and the Creation of Systemic Risk,"
JRFM, MDPI, vol. 13(8), pages 1-38, August.
- Acharya, Viral & Iyer, Aaditya M. & Sundaram, Rangarajan K, 2020. "Risk-Sharing and the Creation of Systemic Risk," CEPR Discussion Papers 15269, C.E.P.R. Discussion Papers.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020.
"OTC premia,"
Journal of Financial Economics, Elsevier, vol. 136(1), pages 86-105.
- Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018. "OTC Premia," Working Papers on Finance 1818, University of St. Gallen, School of Finance, revised May 2019.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2018. "OTC premia," Bank of England working papers 751, Bank of England.
- Nicole Abruzzo & Yang-Ho Park, 2014. "An Empirical Analysis of Futures Margin Changes: Determinants and Policy Implications," Finance and Economics Discussion Series 2014-86, Board of Governors of the Federal Reserve System (U.S.).
- Acharya, Viral & Bisin, Alberto, 2014.
"Counterparty risk externality: Centralized versus over-the-counter markets,"
Journal of Economic Theory, Elsevier, vol. 149(C), pages 153-182.
- Viral Acharya & Alberto Bisin, 2011. "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers 618, Society for Economic Dynamics.
- Viral V. Acharya & Alberto Bisin, 2011. "Counterparty Risk Externality: Centralized Versus Over-the-counter Markets," NBER Working Papers 17000, National Bureau of Economic Research, Inc.
- Alvarez, Fernando & Barlevy, Gadi, 2021.
"Mandatory disclosure and financial contagion,"
Journal of Economic Theory, Elsevier, vol. 194(C).
- Fernando Alvarez & Gadi Barlevy, 2014. "Mandatory Disclosure and Financial Contagion," Working Paper Series WP-2014-4, Federal Reserve Bank of Chicago.
- Fernando Alvarez & Gadi Barlevy, 2015. "Mandatory Disclosure and Financial Contagion," NBER Working Papers 21328, National Bureau of Economic Research, Inc.
- Gadi Barlevy & Fernando Alvarez, 2014. "Mandatory Disclosure and Financial Contagion," 2014 Meeting Papers 115, Society for Economic Dynamics.
- Leduc, Matt V. & Thurner, Stefan, 2017.
"Incentivizing resilience in financial networks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 44-66.
- Matt V. Leduc & Stefan Thurner, 2016. "Incentivizing Resilience in Financial Networks," Papers 1606.03595, arXiv.org, revised Jun 2017.
- Friesz, Melinda & Váradi, Kata, 2023. "Your skin or mine: Ensuring the viability of a central counterparty," Emerging Markets Review, Elsevier, vol. 57(C).
- Carapella, Francesca & Monnet, Cyril, 2020. "Dealers’ insurance, market structure, and liquidity," Journal of Financial Economics, Elsevier, vol. 138(3), pages 725-753.
- CHEN, Yuanyuan & WU, Qi & LI, Duan, 2023. "Counter-cyclical Margins for Option Portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- 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.
- Garratt, Rodney & Zimmerman, Peter, 2020.
"Centralized netting in financial networks,"
Journal of Banking & Finance, Elsevier, vol. 112(C).
- Garratt, Rodney, 2016. "Centralized netting in financial networks," University of California at Santa Barbara, Economics Working Paper Series qt79t1q6cg, Department of Economics, UC Santa Barbara.
- 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.
- Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon, 2019. "Margin requirements and systemic liquidity risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 78-95.
- Edwin Budding & David Murphy, 2014. "Design Choices in Central Clearing: Issues Facing Small Advanced Economies," Reserve Bank of New Zealand Analytical Notes series AN2014/08, Reserve Bank of New Zealand.
- Huang, Wenqian & Zhu, Haoxiang, 2024.
"CCP auction design,"
Journal of Economic Theory, Elsevier, vol. 217(C).
- Wenqian Huang & Haoxiang Zhu, 2021. "CCP Auction Design," BIS Working Papers 938, Bank for International Settlements.
- Alexander, Carol & Kaeck, Andreas & Sumawong, Anannit, 2019. "A parsimonious parametric model for generating margin requirements for futures," European Journal of Operational Research, Elsevier, vol. 273(1), pages 31-43.
- Allouch, Nizar & Jalloul, Maya & Duncan, Alfred, 2023.
"Strategic default in financial networks,"
Games and Economic Behavior, Elsevier, vol. 142(C), pages 941-954.
- Nizar Allouch & Maya Jalloul, 2017. "Strategic Default in Financial Networks," Studies in Economics 1721, School of Economics, University of Kent.
- Nizar Allouch & Maya Jalloul, 2018. "Strategic Default in Financial Networks," Working Papers 852, Queen Mary University of London, School of Economics and Finance.
- Nizar Allouch & Maya Jalloul & Alfred Duncan, 2021. "Strategic Default in Financial Networks," Studies in Economics 2111, School of Economics, University of Kent.
- Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2021. "Financial oligopolies and parallel exclusion in the credit default swap markets," Journal of Financial Markets, Elsevier, vol. 56(C).
- Stephens, Eric & Thompson, James R., 2014.
"CDS as insurance: Leaky lifeboats in stormy seas,"
Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 279-299.
- Stephens, Eric & Thompson, James, 2011. "CDS as Insurance: Leaky Lifeboats in Stormy Seas," Working Papers 2011-9, University of Alberta, Department of Economics, revised 01 Sep 2011.
- Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017.
"Macroprudential policy: A review,"
Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
- Mahdi Ebrahimi Kahou & Alfred Lehar, 2015. "Macroprudential Policy: A Review," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 8(34), October.
- Demange, Gabrielle & Piquard, Thibaut, 2023.
"On the choice of central counterparties in the EU,"
Journal of Financial Markets, Elsevier, vol. 64(C).
- Gabrielle Demange & Thibaut Piquard, 2022. "On the Choice of Central Counterparties in the EU," Working papers 868, Banque de France.
- Gabrielle Demange & Thibaut Piquard, 2023. "On the choice of central counterparties in the EU," PSE-Ecole d'économie de Paris (Postprint) halshs-04156082, HAL.
- Gabrielle Demange & Thibaut Piquard, 2023. "On the choice of central counterparties in the EU," Post-Print halshs-04156082, HAL.
- Colletaz, Gilbert & Hurlin, Christophe & Pérignon, Christophe, 2013.
"The Risk Map: A new tool for validating risk models,"
Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3843-3854.
- Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon, 2012. "The Risk Map: A New Tool for Validating Risk Models," Working Papers halshs-00746273, HAL.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023.
"Non-bank financial intermediaries and financial stability,"
Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 7, pages 147-170,
Edward Elgar Publishing.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
- Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2022. "Non-bank Financial Intermediaries and Financial Stability," CEPR Discussion Papers 16962, C.E.P.R. Discussion Papers.
- Cucic, Dominic, 2022. "Central clearing and loss allocation rules," Journal of Financial Markets, Elsevier, vol. 59(PA).
- Zhang, Simpson & van der Schaar, Mihaela, 2020. "Reputational dynamics in financial networks during a crisis," Journal of Financial Stability, Elsevier, vol. 49(C).
- 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.
- Gibson, Rajna & Murawski, Carsten, 2013. "Margining in derivatives markets and the stability of the banking sector," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1119-1132.
- Aldasoro, Iñaki & Faia, Ester, 2016.
"Systemic loops and liquidity regulation,"
Journal of Financial Stability, Elsevier, vol. 27(C), pages 1-16.
- Faia, Ester & Aldasoro, Inaki, 2015. "Systemic Loops and Liquidity Regulation," CEPR Discussion Papers 10918, C.E.P.R. Discussion Papers.
- Ghamami, Samim & Glasserman, Paul, 2017. "Does OTC derivatives reform incentivize central clearing?," Journal of Financial Intermediation, Elsevier, vol. 32(C), pages 76-87.
- Grothe, Magdalena & Pancost, N. Aaron & Tompaidis, Stathis, 2023. "Collateral competition: Evidence from central counterparties," Journal of Financial Economics, Elsevier, vol. 149(3), pages 536-556.
- Loon, Yee Cheng & Zhong, Zhaodong (Ken), 2016. "Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports," Journal of Financial Economics, Elsevier, vol. 119(3), pages 645-672.
- Alderighi, Stefano & Cleary, Siobhan & Varanasi, Padmasai, 2018. "The determinants of cross-border portfolio equity flows: new evidence from emerging markets," Economics Discussion Papers 23310, University of Essex, Department of Economics.
- Rod Garratt & Peter Zimmerman, 2015. "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports 717, Federal Reserve Bank of New York.
- Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard Anna Maria, 2024. "How does the repo market behave under stress? Evidence from the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 70(C).
- Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume, 2015.
"Central clearing and collateral demand,"
Journal of Financial Economics, Elsevier, vol. 116(2), pages 237-256.
- Darrell Duffie & Martin Scheicher & Guillaume Vuillemey, 2014. "Central Clearing and Collateral Demand," NBER Working Papers 19890, National Bureau of Economic Research, Inc.
- Scheicher, Martin & Vuillemey, Guillaume & Duffie, Darrell, 2014. "Central clearing and collateral demand," Working Paper Series 1638, European Central Bank.
- Darrell Duffie & Martin Schneicher & Guillaume Vuillemey, 2014. "Central Clearing and Collateral Demand," Economics Working Papers 14104, Hoover Institution, Stanford University.
- Christoph Aymanns & J. Doyne Farmer & Alissa M. Keinniejenhuis & Thom Wetzer, 2017.
"Models of Financial Stability and their Application in Stress Tests,"
Working Papers on Finance
1805, University of St. Gallen, School of Finance.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Aymanns, Christopher, 2018. "Models of Financial Stability and Their Application in Stress Tests," INET Oxford Working Papers 2018-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Onur, Esen & Reiffen, David & Sharma, Rajiv, 2024. "The impact of margin requirements on voluntary clearing decisions," Journal of Financial Markets, Elsevier, vol. 68(C).
- Menkveld, Albert J., 2013.
"High frequency trading and the new market makers,"
Journal of Financial Markets, Elsevier, vol. 16(4), pages 712-740.
- Albert J. Menkveld, 2011. "High Frequency Trading and the New-Market Makers," Tinbergen Institute Discussion Papers 11-076/2/DSF21, Tinbergen Institute, revised 15 Aug 2011.
- Rannou, Yves & Barneto, Pascal, 2016.
"Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets,"
Energy Economics, Elsevier, vol. 53(C), pages 159-174.
- Yves Rannou & Pascal Barneto, 2016. "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Post-Print hal-02313797, HAL.
- Ignacio Benito Amaro, 2020. "Evaluación Económica de pérdidas por enfermedades en bovinos: métodos de valuación de perdida," Asociación Argentina de Economía Política: Working Papers 4310, Asociación Argentina de Economía Política.
- Vuillemey, G., 2015. "The opportunity cost of collateral pledged: derivatives market reform and bank lending," Financial Stability Review, Banque de France, issue 19, pages 119-125, April.
- Víctor A. Beker, 2020.
"How to prevent a new global financial crisis,"
Asociación Argentina de Economía Política: Working Papers
4309, Asociación Argentina de Economía Política.
- Beker, Victor, 2021. "How to prevent a new global financial crisis," MPRA Paper 121946, University Library of Munich, Germany.
- Alderighi, Stefano & Cleary, Siobhan & Varanasi, Padmasai, 2019. "Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets," Journal of International Money and Finance, Elsevier, vol. 99(C).
- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- Mayordomo, Sergio & Posch, Peter N., 2016. "Does central clearing benefit risky dealers?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 91-100.
- Chau, Frankie & Han, Chulwoo & Shi, Shimeng, 2018. "Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 156-169.
- Lin, Li & Surti, Jay, 2015. "Capital requirements for over-the-counter derivatives central counterparties," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 140-155.
- Vuillemey, Guillaume, 2023. "Mitigating fire sales with a central clearing counterparty," Journal of Financial Intermediation, Elsevier, vol. 55(C).
- Amini, Hamed & Feinstein, Zachary, 2023. "Optimal network compression," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1439-1455.
- 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).
- Stephens, Eric & Thompson, James R., 2017.
"Information asymmetry and risk transfer markets,"
Journal of Financial Intermediation, Elsevier, vol. 32(C), pages 88-99.
- Eric Stephens & James R. Thompson, 2016. "Information Asymmetry and Risk Transfer Markets," Carleton Economic Papers 16-04, Carleton University, Department of Economics.
- De Genaro, Alan, 2016. "Systematic multi-period stress scenarios with an application to CCP risk management," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 119-134.
- Wang, Hu & Li, Shouwei, 2020. "Risk contagion in multilayer network of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
- Albert J. Menkveld, 2014. "Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties," Tinbergen Institute Discussion Papers 14-065/IV/DSF75, Tinbergen Institute.
- Francesco Carli & Francesca Carapella & Gaetano Antinolfi, 2014. "Clearing, transparency, and collateral," 2014 Meeting Papers 1090, Society for Economic Dynamics.
- Christina E. Bannier & Thomas Heidorn & Heinz-Dieter Vogel, 2014. "Characteristics and development of corporate and sovereign CDS," Journal of Risk Finance, Emerald Group Publishing, vol. 15(5), pages 482-509, November.
- Bolton, Patrick & Oehmke, Martin, 2013. "Strategic conduct in credit derivative markets," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 652-658.
- Sriya Anbil & Alyssa G. Anderson & Zeynep Senyuz, 2021. "Are Repo Markets Fragile? Evidence from September 2019," Finance and Economics Discussion Series 2021-028, Board of Governors of the Federal Reserve System (U.S.).