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Central Clearing of OTC Derivatives: Bilateral vs Multilateral Netting · Study

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PreprintCentral Clearing of OTC Derivatives: Bilateral vs Multilateral Netting

Rama Cont A2013

OA

Preprintgreen2013

Central Clearing of OTC Derivatives: Bilateral vs Multilateral Netting

Rama Cont A · Thomas Kokholm

52 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Credit Risk and Financial Regulations Risk Management in Financial Firms

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References

2011Does a Central Clearing Counterparty Reduce Counterparty Risk?2013Network Structure and Systemic Risk in Banking Systems 2011Counterparty credit risk and the credit default swap market 2010Interbank Contagion at Work: Evidence from a Natural Experiment 2012ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS 2011Counterparty Credit Risk and the Credit Default Swap Market 2010Interbank Contagion at Work: Evidence from a Natural Experiment 2010Collateral, Netting and Systemic Risk in the OTC Derivatives Market

Cited by

2015Hidden Illiquidity with Multiple Central Counterparties 2015The End of the Waterfall: Default Resources of Central Counterparties 2014Central Clearing and Collateral Demand 2018Margin requirements and systemic liquidity risk 2020Optimal Network Compression 2014Endogenous Derivative Networks

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014Central Clearing and Collateral Demandpreprint · 4 shared references 2016Systemic risk measures on general measurable spacesarticle · 3 shared references 2015Financial Firm Bankruptcy and Contagionarticle · 3 shared references 2014Interconnectedness in the CDS Marketarticle · 3 shared references 2018The Demand for Central Clearing: To Clear or Not to Clear, That Is the Questionpreprint · 3 shared references 2015Central clearing and collateral demandarticle · 2 shared references

Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations52

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.2233665

openalex_workW2124362207

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2016Does OTC Derivatives Reform Incentivize Central Clearing?

2017Central Clearing and Risk Transformation