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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| المؤلفون الرئيسيون: | , , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2021
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| الموضوعات: | |
| الوصول للمادة أونلاين: | 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 |
| الوسوم: |
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