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CCPs and network stability in OTC derivatives markets
7 references·3 citing·42 second hop
CCPs and network stability in OTC derivatives markets (2015)CCPs and network stability in OTC derivat…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…Central clearing and collateral demand (2015)Central clearing and collater…‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)‘Too interconnected to fail’ …The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing (2011)The Generalized Extreme Value…Does a Central Clearing Counterparty Reduce Counterparty Risk? (2011)Does a Central Clearing Count…Interbank Exposures: Quantifying the Risk of Contagion (2003)Interbank Exposures: Quantify…Clearing and Settlement During the Crash (1990)Clearing and Settlement Durin…Central Clearing and Systemic Liquidity Risk (2019)Central Clearing and Systemic…Economies of scale and scope in financial market infrastructures (2017)Economies of scale and scope …Centralized netting in financial networks (2017)Centralized netting in financ…Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Contagion (2000)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Filling in the blanks: network structure and interbank contagion (2014)Interconnectedness and systemic risk of China's financial institutions (2017)Pathways towards instability in financial networks (2017)The Variation of Certain Speculative Prices (1963)The Pricing of Options and Corporate Liabilities (1973)The variation of certain speculative prices (1997)Extreme Value Theory for Finance: A Survey (2012)Dual Sourcing Under Heavy-Tailed Demand: An Extreme-Value Theory Approach (2014)Stochastic analysis of explosion risk for ultra-deep-water semi-submersible offshore platforms (2019)Interbank tiering and money center banks (2014)Measuring the efficiency of decision making units (1978)Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)Financial intermediation and growth: Causality and causes (2000)Financial infrastructure—total factor productivity (TFP) nexus within the purview of FDI outflow, trade openness, innovation, human capital and institutional quality: Evidence from BRICS economies (2022)Does the bank-firm human relationship still matter for SMEs? The game-changing role of digitalization (2023)Systemic Risk in Financial Systems (2001)Securities lending, shorting, and pricing (2002)Credit Default Swaps and the Credit Crisis (2010)Credit Default Swaps and the Empty Creditor Problem (2011)Bubbles, Financial Crises, and Systemic Risk (2013)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Networks and Contagion (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)A model of reserves, bank runs, and deposit insurance (1980)Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications (1988)Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Risk Assessment for Banking Systems (2006)How likely is contagion in financial networks? (2014)Credit Swap Valuation (1999)Basel Committee On Banking Supervision (2010)Credit Default Swaps: A Survey (2014)Financial Regulatory Reform After the Crisis: An Assessment (2017)Funding Value Adjustments (2018)Liquidity and leverage (2008)Bank lending during the financial crisis of 2008 (2009)Restructuring Financial Regulation in the European Monetary Union (2001)A Brief History of the 1987 Stock Market Crash With a Discussion of the Federal Reserve Response (2006)Risk-free interest rates (2021)
this work references cited by second hop

References

  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion666 cited
  • 2011Does a Central Clearing Counterparty Reduce Counterparty Risk?600 cited
  • 2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk309 cited
  • 2015Central clearing and collateral demand227 cited
  • 1990Clearing and Settlement During the Crash140 cited
  • 2011The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing71 cited

Cited by

  • 2017Centralized netting in financial networks30 cited
  • 2019Central Clearing and Systemic Liquidity Risk28 cited
  • 2017Economies of scale and scope in financial market infrastructures26 cited

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