How safe are central counterparties in derivatives markets?

How safe are central counterparties in derivatives markets?

We propose a general framework for estimating the vulnerability to default by a central counterparty (CCP) in derivatives markets. Unlike conventional stress testing approaches, which estimate the ability of a CCP to withstand nonpayment by its two largest counterparties, we study the direct and ind...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Young, H, Paddrik, M
Fformat:	Working paper
Cyhoeddwyd:	University of Oxford 2017

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