Matches in SemOpenAlex for { <https://semopenalex.org/work/W2488036090> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W2488036090 abstract "In this paper, we draw on network analysis and a sample of derivatives data from a trade repository to demonstrate how the systemic importance of derivatives market participants may be measured. As trade repository data become more comprehensively available to authorities, the same measures could be applied more broadly. We consider the importance of market participants both to the smooth functioning of derivatives markets and in terms of their potential contribution to financial distress. In relation to market functioning, we study some measures that take into account only immediate counterparty positions and others that consider the whole counterparty network of positions. In some cases, the network of positions beyond immediate counterparties makes a significant difference to the rank ordering of the systemic importance of institutions. This means it is important for authorities responsible for financial stability to have access to data beyond the counterparty positions of institutions in their own jurisdictions. In relation to financial distress, we highlight the importance of identifying institutions which may contribute to liquidity strains, as increasing collateralisation of counterparty exposures will diminish credit risk but could at times sharply raise demand for liquid assets to post as collateral." @default.
- W2488036090 created "2016-08-23" @default.
- W2488036090 creator A5005926248 @default.
- W2488036090 creator A5026425434 @default.
- W2488036090 creator A5047861281 @default.
- W2488036090 date "2016-01-01" @default.
- W2488036090 modified "2023-09-27" @default.
- W2488036090 title "Systemic Risk in Derivatives Markets: A Pilot Study Using CDS Data" @default.
- W2488036090 cites W1523598070 @default.
- W2488036090 cites W1559496943 @default.
- W2488036090 cites W2097393265 @default.
- W2488036090 cites W2112339981 @default.
- W2488036090 cites W2114138382 @default.
- W2488036090 cites W2118549276 @default.
- W2488036090 cites W2128391133 @default.
- W2488036090 cites W2154897810 @default.
- W2488036090 cites W2178635293 @default.
- W2488036090 cites W2344331612 @default.
- W2488036090 cites W3121491020 @default.
- W2488036090 cites W3121665734 @default.
- W2488036090 cites W3122812694 @default.
- W2488036090 cites W3122825116 @default.
- W2488036090 cites W3124981419 @default.
- W2488036090 cites W3125782772 @default.
- W2488036090 cites W3126092563 @default.
- W2488036090 cites W4238452917 @default.
- W2488036090 cites W4248503640 @default.
- W2488036090 doi "https://doi.org/10.2139/ssrn.2809667" @default.
- W2488036090 hasPublicationYear "2016" @default.
- W2488036090 type Work @default.
- W2488036090 sameAs 2488036090 @default.
- W2488036090 citedByCount "4" @default.
- W2488036090 countsByYear W24880360902016 @default.
- W2488036090 countsByYear W24880360902017 @default.
- W2488036090 crossrefType "journal-article" @default.
- W2488036090 hasAuthorship W2488036090A5005926248 @default.
- W2488036090 hasAuthorship W2488036090A5026425434 @default.
- W2488036090 hasAuthorship W2488036090A5047861281 @default.
- W2488036090 hasConcept C139719470 @default.
- W2488036090 hasConcept C144133560 @default.
- W2488036090 hasConcept C144587487 @default.
- W2488036090 hasConcept C149782125 @default.
- W2488036090 hasConcept C162324750 @default.
- W2488036090 hasConcept C2778300220 @default.
- W2488036090 hasConcept C41008148 @default.
- W2488036090 hasConcept C71924100 @default.
- W2488036090 hasConceptScore W2488036090C139719470 @default.
- W2488036090 hasConceptScore W2488036090C144133560 @default.
- W2488036090 hasConceptScore W2488036090C144587487 @default.
- W2488036090 hasConceptScore W2488036090C149782125 @default.
- W2488036090 hasConceptScore W2488036090C162324750 @default.
- W2488036090 hasConceptScore W2488036090C2778300220 @default.
- W2488036090 hasConceptScore W2488036090C41008148 @default.
- W2488036090 hasConceptScore W2488036090C71924100 @default.
- W2488036090 hasLocation W24880360901 @default.
- W2488036090 hasOpenAccess W2488036090 @default.
- W2488036090 hasPrimaryLocation W24880360901 @default.
- W2488036090 hasRelatedWork W1973538245 @default.
- W2488036090 hasRelatedWork W2013444265 @default.
- W2488036090 hasRelatedWork W2030617584 @default.
- W2488036090 hasRelatedWork W2056210026 @default.
- W2488036090 hasRelatedWork W2161519270 @default.
- W2488036090 hasRelatedWork W2262065502 @default.
- W2488036090 hasRelatedWork W2748952813 @default.
- W2488036090 hasRelatedWork W2899084033 @default.
- W2488036090 hasRelatedWork W331667891 @default.
- W2488036090 hasRelatedWork W2142213187 @default.
- W2488036090 isParatext "false" @default.
- W2488036090 isRetracted "false" @default.
- W2488036090 magId "2488036090" @default.
- W2488036090 workType "article" @default.