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Resolution of Failing Central Counterparties
4 references·1 citing·17 second hop
Resolution of Failing Central Counterparties (2015)Resolution of Failing Central Counterpart…International Organization of Securities Commissions (IOSCO) (2016)International Organization of…Central Counterparty Loss-Allocation Rules (2013)Central Counterparty Loss-All…A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements (2012)A Dialogue on the Costs and B…Large Portfolio Losses (2002)Large Portfolio LossesThe End of the Waterfall: Default Resources of Central Counterparties (2015)The End of the Waterfall: Def…The Risk Controllers: Central Counterparty Clearing in Globalised Financial Markets (2011)Central Counterparties (2015)Does a Central Clearing Counterparty Reduce Counterparty Risk? (2011)Network Structure and Systemic Risk in Banking Systems (2013)The bankers' new clothes: what's wrong with banking and what to do about it (2013)Ruin problems with assets and liabilities of diffusion type (1999)Power tailed ruin probabilities in the presence of risky investments (2002)A risk-factor model foundation for ratings-based bank capital rules (2003)Stochastic cascades, credit contagion, and large portfolio losses (2006)Saddlepoint approximations for affine jump-diffusion models (2008)The Law of Large Numbers for self-exciting correlated defaults (2012)The Emerging Post-Crisis Financial Architecture: The Path-Dependency of Ideational Adverse Selection (2014)Financial Inclusion of Small and Medium-Sized Enterprises in the Middle East and Central Asia (2019)Audit Firm Culture: Recent Developments and Trends in the Literature (2020)The Value of Financial Market Insolvency Safe Harbours (2016)Replumbing Our Financial System: Uneven Progress (2018)The Economics of Central Clearing (2021)
this work references cited by second hop

References

  • 2016International Organization of Securities Commissions (IOSCO)105 cited
  • 2012A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements82 cited
  • 2002Large Portfolio Losses63 cited
  • 2013Central Counterparty Loss-Allocation Rules40 cited

Cited by

  • 2015The End of the Waterfall: Default Resources of Central Counterparties34 cited

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