메뉴 건너뛰기




Volumn 1, Issue 1, 2011, Pages 74-95

Does a central clearing counterparty reduce counterparty risk?

Author keywords

[No Author keywords available]

Indexed keywords


EID: 85071450987     PISSN: 20459920     EISSN: 20459939     Source Type: Journal    
DOI: 10.1093/rapstu/rar001     Document Type: Article
Times cited : (350)

References (18)
  • 2
    • 33646148256 scopus 로고    scopus 로고
    • Derivatives and systematic risk: Netting, collateral, and closeout
    • Bliss, R., and G. G. Kaufman. 2006. Derivatives and Systematic Risk: Netting, Collateral, and Closeout. Journal of Financial Stability 2:55-70.
    • (2006) Journal of Financial Stability , vol.2 , pp. 55-70
    • Bliss, R.1    Kaufman, G.G.2
  • 3
    • 43649099154 scopus 로고    scopus 로고
    • Derivatives clearing and settlement: A comparison of central counterparties and alternative structures
    • Bliss, R., and R. Steigerwald. 2006. Derivatives Clearing and Settlement: A Comparison of Central Counterparties and Alternative Structures. Economic Perspectives, Federal Reserve Bank of Chicago 30:22-9.
    • (2006) Economic Perspectives, Federal Reserve Bank of Chicago , vol.30 , pp. 22-29
    • Bliss, R.1    Steigerwald, R.2
  • 7
    • 0035261932 scopus 로고    scopus 로고
    • Systemic risk in financial networks
    • Eisenberg, L., and T. H. Noe. 2001. Systemic Risk in Financial Networks. Management Science 47:236-49.
    • (2001) Management Science , vol.47 , pp. 236-249
    • Eisenberg, L.1    Noe, T.H.2
  • 9
    • 77957861886 scopus 로고    scopus 로고
    • European Central Bank, Financial Stability and Supervision
    • European Central Bank. 2009. Credit Default Swaps and Counterparty Risk. European Central Bank, Financial Stability and Supervision.
    • (2009) Credit Default Swaps and Counterparty Risk
  • 12
    • 78049245378 scopus 로고    scopus 로고
    • Link arrangements of CCPs in the EU-results of an ESCB survey
    • European Central Bank and Federal Reserve Bank of Chicago
    • Kalogeropoulos, G., D. Russo, and A. Schönenberger. 2007. Link Arrangements of CCPs in the EU-Results of an ESCB Survey. In The Role of Central Counterparties, European Central Bank and Federal Reserve Bank of Chicago.
    • (2007) The Role of Central Counterparties
    • Kalogeropoulos, G.1    Russo, D.2    Schönenberger, A.3
  • 13
    • 77950832356 scopus 로고    scopus 로고
    • Changing post-trading arrangements for OTC derivatives
    • Ledrut, E., and C. Upper. 2007. Changing Post-trading Arrangements for OTC Derivatives. BIS Quarterly Review 83-95.
    • (2007) BIS Quarterly Review , pp. 83-95
    • Ledrut, E.1    Upper, C.2
  • 15
    • 85071502788 scopus 로고    scopus 로고
    • Morgan Stanley Research. December
    • Morgan Stanley. 2009. CME Group Inc. Morgan Stanley Research. December.
    • (2009) CME Group Inc
  • 18
    • 77951461233 scopus 로고    scopus 로고
    • Credit default swaps and the credit crisis
    • Stulz, R. M. 2010. Credit Default Swaps and the Credit Crisis. Journal of Economic Perspectives 24:73-92.
    • (2010) Journal of Economic Perspectives , vol.24 , pp. 73-92
    • Stulz, R.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.