Do central counterparties reduce counterparty and liquidity risk? Empirical results

DOI10.3233/AF-200341zbMath1485.91245OpenAlexW3183160026MaRDI QIDQ5862155

Carlos Cadena, Ricardo Marino, Carlos Antonio León

Publication date: 4 March 2022

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/af-200341

zbMATH Keywords

networkscounterparty riskliquidity riskcentral counterpartycentral clearing

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Unnamed Item
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• The role of bank relationships in the interbank market
• Counterparty risk, central counterparty clearing and aggregate risk
• Counterparty risk externality: centralized versus over-the-counter markets
• Core and periphery in networks
• Liquidity Flows in Interbank Networks*
• Liquidity hoarding
• Network topology of the interbank market
• The Kolmogorov-Smirnov Test for Goodness of Fit
• Networks

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