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Comparing the Pre-Settlement Risk Implications of Alternative Clearing Arrangements
8 references·1 citing·43 second hop
Comparing the Pre-Settlement Risk Implications of Alternative Clearing Arrangements (2007)Comparing the Pre-Settlement Risk Implica…Horizontal and Vertical Integration in Securities Trading and Settlement (2006)Horizontal and Vertical Integ…Contracting Innovations and the Evolution of Clearing and Settlement Methods at Futures Exchanges (2006)Contracting Innovations and t…Using Market Information for Banking System Risk Assessment (2005)Using Market Information for …Derivatives and Systemic Risk: Netting, Collateral, and Closeout (2005)Derivatives and Systemic Risk…Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations (1999)Can the Financial Markets Pri…Margins and the safety of clearing houses (1994)Margins and the safety of cle…The Precautionary Demand for Reserves (1974)The Precautionary Demand for …I.—The Mathematical Theory of Banking (1888)I.—The Mathematical Theory of…Clearing networks (2012)Clearing networksThe Nature of the Firm (1937)On financial contracting (1979)THE ROLE OF INSTITUTIONS IN THE REVIVAL OF TRADE: THE LAW MERCHANT, PRIVATE JUDGES, AND THE CHAMPAGNE FAIRS (1990)The Crash of 1882 and the Bailout of the Paris Bourse (2007)BUSINESS METHOD PATENTS AND U.S. FINANCIAL SERVICES (2009)Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse (2018)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Systemic importance: some simple indicators (2011)Measuring and testing for the systemically important financial institutions (2013)Network valuation in financial systems (2020)Risk and Return in Commodity Futures (1980)Modelling financial time series (1987)Margin requirements and futures activity: Evidence from the soybean and corn markets (1999)Modelling Financial Time Series (2007)Derivatives Clearing, Default Risk, and Insurance (2012)CoMargin (2017)An Empirical Investigation of U.S. Firms in Reorganization (1989)Bank contagion: A review of the theory and evidence (1994)Interbank Exposures: Quantifying the Risk of Contagion (2003)Credit Protection and Lending Relationships (2004)Endogenous Derivative Networks (2014)What were they thinking? The Federal Reserve in the run-up to the 2008 financial crisis (2014)A Model of the Demand for Money by Firms (1966)PREDICTABILITY OF RESERVE DEMAND, INFORMATION COSTS, AND PORTFOLIO BEHAVIOR OF COMMERICAL BANKS (1976)Bank Financing and Investment Decisions with Asymmetric Information about Loan Quality (1992)Bank lending ?manias? in theory and history (1992)The Theory of Industrial Organization (1988)The economics of networks (1996)Network Competition: I. Overview and Nondiscriminatory Pricing (1998)Settling for efficiency – A framework for the European securities transaction industry (2007)Stock exchange business models and their operative performance (2007)Economies of scale and scope in financial market infrastructures (2017)A network analysis of the Italian overnight money market (2007)The Topology of the Federal Funds Market (2008)Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area (2009)Capital regulation and insured banks choice of individual loan default risks (1989)Pension Plans and Employee Performance: Evidence, Analysis and Policy (1998)Decomposing portfolio value-at-risk: a general analysis (2003)Systemic Risk in Financial Services (2011)Diverging derivatives: Law, governance and modern financial markets (2013)The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry (2020)
this work references cited by second hop

References

  • 1888I.—The Mathematical Theory of Banking216 cited
  • 2005Using Market Information for Banking System Risk Assessment125 cited
  • 2005Derivatives and Systemic Risk: Netting, Collateral, and Closeout52 cited
  • 1974The Precautionary Demand for Reserves48 cited
  • 2006Horizontal and Vertical Integration in Securities Trading and Settlement48 cited
  • 1999Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations43 cited
  • 2006Contracting Innovations and the Evolution of Clearing and Settlement Methods at Futures Exchanges38 cited
  • 1994Margins and the safety of clearing houses32 cited

Cited by

  • 2012Clearing networks24 cited

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