How safe are central counterparties in credit default swap markets?

Author:

Paddrik MarkORCID,Young H. Peyton

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Reference30 articles.

1. Barker, R., Dickinson, A., Lipton, A., Virmani, R.: Systemic risks in CCP networks. arXiv preprint arXiv:1604.00254 (2016)

2. BCBS and IOSCO: Margin requirements for non-centrally-cleared derivatives. Technical Report, BIS and OICU-IOSCO, Basil, Switzerland (2015)

3. Calomiris, C.W.: The subprime turmoil: What’s old, what’s new, and what’s next. J. Struct. Finance 15(1), 6–52 (2009)

4. Campbell, S.D., Ivanov, I.: Empirically evaluating systemic risks in CCPs: the case of two CDS CCPs. SSRN: https://ssrn.com/abstract=2841076 (2016)

5. CFTC: Supervisory stress test of clearinghouses. A report by staff of the U.S. Commodity Futures Trading Commission, Washington, D.C. (2016)

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