Counterparty risk, central counterparty clearing and aggregate risk

DOI10.1007/S10436-017-0308-XzbMath1411.91551OpenAlexW2758224464MaRDI QIDQ1682599

Binbin Deng

Publication date: 30 November 2017

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-017-0308-x

zbMATH Keywords

aggregate riskcounterparty riskoptimal risk-sharingcentral counterparty (CCP) clearingsearch and moral hazard

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK ⋮ Do central counterparties reduce counterparty and liquidity risk? Empirical results

Cites Work

• Counterparty risk externality: centralized versus over-the-counter markets

This page was built for publication: Counterparty risk, central counterparty clearing and aggregate risk