Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
2021
Dynamic exposure and default contagion in the over-the-counter (OTC) market is considered in this paper to analyze the time-dependent priority of central counterparty (CCP) clearing. We investigate...
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
37
References
1
Citations
NaN
KQI