Central clearing and collateral demand-Reference-Cited by-同舟云学术

Central clearing and collateral demand

Published:2015-05 Issue:2 Volume:116 Page:237-256
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Duffie Darrell,Scheicher Martin,Vuillemey Guillaume

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference31 articles.

1. Financial innovation and the transactions demand for cash;Alvarez;Econometrica,2009

2. Anderson, R., Joeveer, K., 2014. The economics of collateral. Unpublished working paper.

3. Anderson, S., Dion, J.-P., Perez Saiz, H., 2013. To link or not to link? Netting and exposures between central counterparties. Bank of Canada Working Paper.

4. Basel Commission on Banking Supervision, 2013a. Basel III: the liquidity coverage ratio and liquidity risk monitoring tools. Basel Committee on Banking Supervision, January.

5. Basel Commission on Banking Supervision, 2013b. Margin requirements for non-centrally cleared derivatives — final document. Basel Committee on Banking Supervision.

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