Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125331233> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W3125331233 abstract "We examine the effects on a financial network of multilateral clearing via a central clearing counterparty (CCP) from an ex ante and ex post perspective. The CCP is capitalized with equity and a guarantee fund and it can charge a volume-based fee. We propose a CCP design which improves aggregate surplus, and reduces banks' liquidation and shortfall losses. We characterize the CCP's equity, fee and guarantee fund policies that reduce systemic risk and are incentive compatible for banks. A simulation study based on aggregate market data shows that central counterparty clearing can reduce systemic risk and improve banks' utility." @default.
- W3125331233 created "2021-02-01" @default.
- W3125331233 creator A5005979835 @default.
- W3125331233 creator A5027960285 @default.
- W3125331233 creator A5059712147 @default.
- W3125331233 date "2013-01-01" @default.
- W3125331233 modified "2023-09-28" @default.
- W3125331233 title "Systemic Risk and Central Clearing Counterparty Design" @default.
- W3125331233 hasPublicationYear "2013" @default.
- W3125331233 type Work @default.
- W3125331233 sameAs 3125331233 @default.
- W3125331233 citedByCount "1" @default.
- W3125331233 countsByYear W31253312332019 @default.
- W3125331233 crossrefType "posted-content" @default.
- W3125331233 hasAuthorship W3125331233A5005979835 @default.
- W3125331233 hasAuthorship W3125331233A5027960285 @default.
- W3125331233 hasAuthorship W3125331233A5059712147 @default.
- W3125331233 hasConcept C10138342 @default.
- W3125331233 hasConcept C118552586 @default.
- W3125331233 hasConcept C122251271 @default.
- W3125331233 hasConcept C134697681 @default.
- W3125331233 hasConcept C139719470 @default.
- W3125331233 hasConcept C144133560 @default.
- W3125331233 hasConcept C144587487 @default.
- W3125331233 hasConcept C15744967 @default.
- W3125331233 hasConcept C162324750 @default.
- W3125331233 hasConcept C175444787 @default.
- W3125331233 hasConcept C17744445 @default.
- W3125331233 hasConcept C178350159 @default.
- W3125331233 hasConcept C199510392 @default.
- W3125331233 hasConcept C199539241 @default.
- W3125331233 hasConcept C199728807 @default.
- W3125331233 hasConcept C2778300220 @default.
- W3125331233 hasConcept C2779312582 @default.
- W3125331233 hasConcept C2781313679 @default.
- W3125331233 hasConcept C29122968 @default.
- W3125331233 hasConceptScore W3125331233C10138342 @default.
- W3125331233 hasConceptScore W3125331233C118552586 @default.
- W3125331233 hasConceptScore W3125331233C122251271 @default.
- W3125331233 hasConceptScore W3125331233C134697681 @default.
- W3125331233 hasConceptScore W3125331233C139719470 @default.
- W3125331233 hasConceptScore W3125331233C144133560 @default.
- W3125331233 hasConceptScore W3125331233C144587487 @default.
- W3125331233 hasConceptScore W3125331233C15744967 @default.
- W3125331233 hasConceptScore W3125331233C162324750 @default.
- W3125331233 hasConceptScore W3125331233C175444787 @default.
- W3125331233 hasConceptScore W3125331233C17744445 @default.
- W3125331233 hasConceptScore W3125331233C178350159 @default.
- W3125331233 hasConceptScore W3125331233C199510392 @default.
- W3125331233 hasConceptScore W3125331233C199539241 @default.
- W3125331233 hasConceptScore W3125331233C199728807 @default.
- W3125331233 hasConceptScore W3125331233C2778300220 @default.
- W3125331233 hasConceptScore W3125331233C2779312582 @default.
- W3125331233 hasConceptScore W3125331233C2781313679 @default.
- W3125331233 hasConceptScore W3125331233C29122968 @default.
- W3125331233 hasLocation W31253312331 @default.
- W3125331233 hasOpenAccess W3125331233 @default.
- W3125331233 hasPrimaryLocation W31253312331 @default.
- W3125331233 hasRelatedWork W1501797853 @default.
- W3125331233 hasRelatedWork W1522766234 @default.
- W3125331233 hasRelatedWork W1576030382 @default.
- W3125331233 hasRelatedWork W1578128140 @default.
- W3125331233 hasRelatedWork W1717541990 @default.
- W3125331233 hasRelatedWork W1995245793 @default.
- W3125331233 hasRelatedWork W2112693915 @default.
- W3125331233 hasRelatedWork W2113201555 @default.
- W3125331233 hasRelatedWork W2144025443 @default.
- W3125331233 hasRelatedWork W2162337502 @default.
- W3125331233 hasRelatedWork W2230701608 @default.
- W3125331233 hasRelatedWork W2328930923 @default.
- W3125331233 hasRelatedWork W2595293034 @default.
- W3125331233 hasRelatedWork W2610571913 @default.
- W3125331233 hasRelatedWork W2757230178 @default.
- W3125331233 hasRelatedWork W2758224464 @default.
- W3125331233 hasRelatedWork W275852998 @default.
- W3125331233 hasRelatedWork W3121396619 @default.
- W3125331233 hasRelatedWork W3124181607 @default.
- W3125331233 hasRelatedWork W3159994077 @default.
- W3125331233 isParatext "false" @default.
- W3125331233 isRetracted "false" @default.
- W3125331233 magId "3125331233" @default.
- W3125331233 workType "article" @default.