How safe are central counterparties in credit default swap markets?
DOI10.1007/S11579-019-00243-ZzbMATH Open1461.91331OpenAlexW2959765695MaRDI QIDQ829207FDOQ829207
Authors: Mark Paddrik, H. Peyton Young 
Publication date: 5 May 2021
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://ora.ox.ac.uk/objects/uuid:b8979b78-e3e6-46b2-8383-6471f80ccbf4
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Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40) Financial networks (including contagion, systemic risk, regulation) (91G45)
Cites Work
Cited In (9)
- Preface to the special issue on systemic risk and financial networks
- Do central counterparties reduce counterparty and liquidity risk? Empirical results
- Simulating liquidity stress in the derivatives market
- How do Financial Intermediaries Create Value in Security Issues?*
- Counterparty credit limits: the impact of a risk-mitigation measure on everyday trading
- Hidden illiquidity with multiple central counterparties
- Systemic risk in markets with multiple central counterparties
- Credit default swaps and systemic risk
- A dynamic model of central counterparty risk
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