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Fundamental questions on central counterparties: A review of the literature
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Fundamental questions on central counterparties: A review of the literature (2021)Fundamental questions on central counterp…The Economics of Central Clearing (2021)The Economics of Central Clea…Systemic risk in clearing houses: Evidence from the European repo market (2017)Systemic risk in clearing hou…Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties* (2017)Crowded Positions: An Overloo…Central clearing and collateral demand (2015)Central clearing and collater…Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks (2014)Nonlinear consistent valuatio…Central Counterparties (2014)Central CounterpartiesCentral clearing of OTC derivatives: Bilateral vs multilateral netting (2014)Central clearing of OTC deriv…The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market (2012)The Impact of Central Clearin…Optimal clearing arrangements for financial trades (2011)Optimal clearing arrangements…Does a Central Clearing Counterparty Reduce Counterparty Risk? (2011)Does a Central Clearing Count…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Derivatives Clearing and Settlement: A Comparison of Central Counterparties and Alternative Structures (2006)Derivatives Clearing and Sett…Can the Financial Markets Privately Regulate Risk?: The Development of Derivatives Clearinghouses and Recent over-the-Counter Innovations (1999)Can the Financial Markets Pri…Prudential margin policy in a futures‐style settlement system (1993)Prudential margin policy in a…Clearing and Settlement During the Crash (1990)Clearing and Settlement Durin…The clearing association in futures markets: Guarantor and regulator (1983)The clearing association in f…Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Complexity, concentration and contagion (2011)Securitized banking and the run on repo (2011)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)Regulatory Effects on Short Term Interest Rates (2020)The importance of being special: Repo markets during the crisis (2020)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Illiquidity and stock returns: cross-section and time-series effects (2002)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)The Empirical Analysis of Liquidity (2014)Is Post-Crisis Bond Liquidity Lower? (2017)The microstructure of the bond market in the 20th century (2019)Systemic Risk in Financial Systems (2001)Securities lending, shorting, and pricing (2002)Credit Default Swaps and the Credit Crisis (2010)High Frequency Trading and the New-Market Makers (2012)Where the Risks Lie: A Survey on Systemic Risk (2015)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Survey of Corporate Governance (1997)The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question (2018)Market Liquidity (2023)The Design of a Central Counterparty (2023)ARCH modeling in finance (1992)Coherent Measures of Risk (1999)Individual stock crowded trades, individual stock investor sentiment and excess returns (2016)Credit Swap Valuation (1999)Basel Committee On Banking Supervision (2010)Credit Default Swaps: A Survey (2014)Funding Value Adjustments (2018)An Econometric Model of the Term Structure of Interest-Rate Swap Yields (1997)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)Does Dodd-Frank Affect OTC Transaction Costs and Liquidity? Evidence from Real-Time CDS Trade Reports (2014)Credit default swaps and systemic risk (2015)The Failure of a Clearinghouse: Empirical Evidence (2017)A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK (2018)Mandatory clearing: the infrastructural authority of central counterparty clearing houses in the OTC derivatives market (2019)
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References

  • 2008Market Liquidity and Funding Liquidity5,024 cited
  • 2011Does a Central Clearing Counterparty Reduce Counterparty Risk?600 cited
  • 2015Central clearing and collateral demand227 cited
  • 2012The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market191 cited
  • 1990Clearing and Settlement During the Crash140 cited
  • 2014Central clearing of OTC derivatives: Bilateral vs multilateral netting118 cited
  • 2017Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties*81 cited
  • 2017Systemic risk in clearing houses: Evidence from the European repo market77 cited
  • 2014Central Counterparties72 cited
  • 2021The Economics of Central Clearing71 cited
  • 2011Optimal clearing arrangements for financial trades70 cited
  • 1993Prudential margin policy in a futures‐style settlement system70 cited
  • 2006Derivatives Clearing and Settlement: A Comparison of Central Counterparties and Alternative Structures59 cited
  • 1999Can the Financial Markets Privately Regulate Risk?: The Development of Derivatives Clearinghouses and Recent over-the-Counter Innovations59 cited
  • 1983The clearing association in futures markets: Guarantor and regulator

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55 cited
  • 2014Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks53 cited
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