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- W2020050640 abstract "The role of the central counterparties (CCP) in the financial sector is very important, since they bear the counterparty risk during the trading on stock exchanges. Because of the notable risk central counterparties have to face, the attention of the regulators has turned towards them lately, by defining several processes how the CCPs should measure and manage their risk. The definition of stress has a crucial role, however it is not specified clearly. Based on the regulation, we investigate a possible definition of stress, its consequences on the Hungarian stock market, and its relationship to and predictability from market liquidity." @default.
- W2020050640 created "2016-06-24" @default.
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- W2020050640 date "2014-05-27" @default.
- W2020050640 modified "2023-09-27" @default.
- W2020050640 title "The Definition Of Stress Situations And Their Prediction Using Liquidity In The Framework Of The EMIR Regulation" @default.
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- W2020050640 doi "https://doi.org/10.7148/2014-0752" @default.
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