How safe are central counterparties in credit default swap markets?

DOI10.1007/S11579-019-00243-ZzbMath1461.91331OpenAlexW2959765695MaRDI QIDQ829207

H. Peyton Young, Mark Paddrik

Publication date: 5 May 2021

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://ora.ox.ac.uk/objects/uuid:b8979b78-e3e6-46b2-8383-6471f80ccbf4

zbMATH Keywords

stress testingsystemic riskcredit default swapsfinancial networkscentral counterparties

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

Preface to the special issue on systemic risk and financial networks

Cites Work

• Credit default swaps and systemic risk
• A lattice-theoretical fixpoint theorem and its applications
• Systemic Risk in Financial Systems
• Central clearing of OTC derivatives: Bilateral vs multilateral netting

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