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Central Clearing and Collateral Demand
10 references·2 citing·47 second hop
Central Clearing and Collateral Demand (2014)Central Clearing and Collateral DemandThe Network Structure of the CDS Market and its Determinants (2013)The Network Structure of the …Entangled Financial Systems (2013)Entangled Financial SystemsCentral Clearing of OTC Derivatives: Bilateral vs Multilateral Netting (2013)Central Clearing of OTC Deriv…Clearing, Counterparty Risk, and Aggregate Risk (2012)Clearing, Counterparty Risk, …Optimal clearing arrangements for financial trades (2011)Optimal clearing arrangements…Counterparty Credit Risk and the Credit Default Swap Market (2011)Counterparty Credit Risk and …An Analysis of CDS Transactions: Implications for Public Reporting (2011)An Analysis of CDS Transactio…OTC derivatives and central clearing: can all transactions be cleared? (2010)OTC derivatives and central c…The Economics of Clearing in Derivatives Markets: Netting, Asymmetric Information, and the Sharing of Default Risks Through a Central Counterparty (2009)The Economics of Clearing in …Clearing and Settlement During the Crash (1990)Clearing and Settlement Durin…Data Science for Economics and Finance (2021)Data Science for Economics an…Endogenous Derivative Networks (2014)Endogenous Derivative NetworksMarket Insurance, Self-Insurance, and Self-Protection (1972)Bank Runs, Deposit Insurance, and Liquidity (1983)Private and Public Supply of Liquidity (1998)Central clearing: trends and current issues (2015)Systemic risk in clearing houses: Evidence from the European repo market (2017)The Economics of Central Clearing (2021)Counterparty credit risk and the credit default swap market (2011)Does a Central Clearing Counterparty Reduce Counterparty Risk? (2011)Network Structure and Systemic Risk in Banking Systems (2013)Hidden Illiquidity with Multiple Central Counterparties (2015)The End of the Waterfall: Default Resources of Central Counterparties (2015)Margin requirements and systemic liquidity risk (2018)On cox processes and credit risky securities (1998)Modeling Term Structures of Defaultable Bonds (1999)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Are all Credit Default Swap Databases Equal? (2010)Credit Default Swap Spreads and Systemic Financial Risk (2011)Over-the-Counter Markets (2004)A Unified Framework for Monetary Theory and Policy Analysis (2005)Valuation in Over-the-Counter Markets (2007)The Impact of CCPss Margin Policies on Repo Markets (2015)The Design of a Central Counterparty (2023)Multitask Principal–Agent Analyses: Incentive Contracts, Asset Ownership, and Job Design (1991)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)The Theory of Corporate Finance (2006)Financial Contagion (2000)Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Contagion in financial networks (2010)Graphical Network Models for International Financial Flows (2015)Ambiguity, Volatility, and Credit Risk (2016)Hidden interactions in financial markets (2019)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Limits of Arbitrage (1995)Counterparty risk externality: Centralized versus over-the-counter markets (2013)Systemic Risk and Stability in Financial Networks (2013)The Empirical Analysis of Liquidity (2014)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)EXPERIENCE IN USING BIG DATA TECHNOLOGY FOR DIGITALIZATION OF INFORMATION (2022)On logit and artificial neural networks in corporate distress modelling for Zimbabwe listed corporates (2022)Sovereign Credit Default Swap Premia (2012)Does Dodd-Frank Affect OTC Transaction Costs and Liquidity? Evidence from Real-Time CDS Trade Reports (2014)Political uncertainty and a firm's credit risk: Evidence from the international CDS market (2017)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

  • 2013Entangled Financial Systems177 cited
  • 2013The Network Structure of the CDS Market and its Determinants140 cited
  • 1990Clearing and Settlement During the Crash140 cited
  • 2011Counterparty Credit Risk and the Credit Default Swap Market137 cited
  • 2009The Economics of Clearing in Derivatives Markets: Netting, Asymmetric Information, and the Sharing of Default Risks Through a Central Counterparty89 cited
  • 2011An Analysis of CDS Transactions: Implications for Public Reporting81 cited
  • 2012Clearing, Counterparty Risk, and Aggregate Risk80 cited
  • 2011Optimal clearing arrangements for financial trades70 cited
  • 2013Central Clearing of OTC Derivatives: Bilateral vs Multilateral Netting52 cited
  • 2010OTC derivatives and central clearing: can all transactions be cleared?41 cited

Cited by

  • 2021Data Science for Economics and Finance42 cited
  • 2014Endogenous Derivative Networks28 cited

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