Central counterparty exposure in stressed markets
Time is valuable, particularly in stressed markets. Because central counterparties (CCPs) have become systemically important, we need to understand the dynamics of their exposure toward clearing members at high frequencies. We track such exposure and decompose it, yielding the following insights. Th...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2021
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/7505 https://ink.library.smu.edu.sg/context/lkcsb_research/article/8504/viewcontent/Central_counterparty_exposure_in_stressed_markets_av.pdf |
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| Institution: | Singapore Management University |
| Language: | English |