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Clearing, Counterparty Risk, and Aggregate Risk

8 references·9 citing·45 second hop

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References

1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
1998Private and Public Supply of Liquidity1,821 cited
1972Market Insurance, Self-Insurance, and Self-Protection1,397 cited
1992Market Insurance, Self-Insurance, and Self-Protection1,060 cited
2011Does a Central Clearing Counterparty Reduce Counterparty Risk?600 cited
2000Mechanism Design with Collusion and Correlation318 cited
1994Liquidity provision, banking, and the allocation of interest rate risk184 cited
2009The Economics of Clearing in Derivatives Markets: Netting, Asymmetric Information, and the Sharing of Default Risks Through a Central Counterparty89 cited

Cited by

2017Systemic risk in clearing houses: Evidence from the European repo market77 cited
2021The Economics of Central Clearing71 cited
2015Central clearing: trends and current issues50 cited
2015Hidden Illiquidity with Multiple Central Counterparties47 cited
2019OTC premia41 cited
2023The Design of a Central Counterparty36 cited
2014Central Clearing and Collateral Demand34 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2018

Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse

32 cited

2020The Necessary Size Of The Skin-In-The-Game To Stay In The Game1 cited