Fundamental questions on central counterparties: A review of the literature

Author:

Berndsen Ron123ORCID

Affiliation:

1. Tilburg School for Economics and Management Tilburg University Tiburg Netherlands

2. LCH Ltd. London UK

3. LCH SA Paris France

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference108 articles.

1. An Empirical Analysis of Futures Margin Changes: Determinants and Policy Implications

2. A map of collateral uses and flows

3. Central counterparties need thicker skins

4. Derivatives clearinghouses and systemic risk: A bankruptcy and Dodd–Frank analysis;Allen J. L.;Stanford Law Review,2012

5. Supervisory stress testing for central counterparties: A macro‐prudential, two‐tier approach;Anderson E.;The Journal of Financial Market Infrastructures,2019

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1. Dynamic margin optimization;Finance Research Letters;2024-10

2. The Effect of Anti‐Procyclical Central Counterparty Margins On Trading;Journal of Futures Markets;2024-06-24

3. Utilization Schemes of the Pre-Settlement Risk Limits;Finanse i Prawo Finansowe;2024-06-11

4. Computing the impact of central clearing on systemic risk;Frontiers in Artificial Intelligence;2024-02-21

5. Dynamic Margin Optimization;2024

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