Empirically Evaluating Systemic Risks in CCPs: The Case of Two CDS CCPs-Reference-Cited by-同舟云学术

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Empirically Evaluating Systemic Risks in CCPs: The Case of Two CDS CCPs

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Campbell Sean D.,Ivanov Ivan

Publisher

Elsevier BV

Reference13 articles.

1. Counterparty risk externality: Centralized versus over-the-counter markets;Viral Acharya;Journal of Economic Theory,2014

2. Systemic risk in derivatives markets: a pilot study using CDS data;Robleh Ali;Bank of England, Financial Stability Paper,2016

3. Systemic Risk and Central Clearing Counterparty Design;Hamed Amini;Swiss Finance Institute Research Paper,2015

4. Where the Risks Lie: A Survey on Systemic Risk;Benoit;Review of Finance, Forthcoming,2016

5. Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins;Bruno Biais;Journal of Finance, Forthcoming,2016

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. How safe are central counterparties in credit default swap markets?;Mathematics and Financial Economics;2020-03-09

2. Measuring system-wide resilience of central counterparties;The Journal of Financial Market Infrastructures;2018

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