المؤلفون: Foucault, Thierry, author, Pagano, Marco, author, Röell, Ailsa, author

المصدر: Market Liquidity : Theory, Evidence, and Policy, 2023, ill.

الإتاحة: https://doi.org/10.1093/oso/9780197542064.003.0011Test

المؤلفون: Castro, Rita Barley Paes de Sande e

مصطلحات موضوعية: Central counterparties, Clearing members, Initial margin, Variation margin, Additional margin, Default fund, Skin-in-the-game, Rule book, Principles for financial market infrastructure disclosure (PFMI), Quantitative disclosure, European securities and markets authority (ESMA), Procyclicality, Contrapartes centrais, Membros de contrapartes centrais, Margem inicial, Margem variável, Margem adicional, Fundo de incumprimento, Ativos em risco, Relatório quantitativo, Prociclicalidade

وصف الملف: application/pdf

الإتاحة: http://hdl.handle.net/10071/29285Test

المؤلفون: Quaglia, Lucia, author

الإتاحة: https://doi.org/10.1093/oso/9780198866077.001.0001Test

المؤلفون: Crépey, Stéphane

المساهمون: UFR Mathématiques Sciences - Université Paris Cité (UFR Mathématiques UPCité), Université Paris Cité (UPCité), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité)

المصدر: Frontiers of Mathematical Finance ; https://hal.science/hal-03910135Test ; Frontiers of Mathematical Finance, 2022

مصطلحات موضوعية: Counterparty risk market incompleteness credit valuation adjustment (CVA) funding valuation adjustment (FVA) capital valuation adjustment (KVA) wealth transfer. central counterparties (CCP) Mathematics Subject Classification: 91B25 91B26 91B30 91G20 91G40 JEL Classification: D52 G13 G24 G28 G33 M41, Counterparty risk, market incompleteness, credit valuation adjustment (CVA), funding valuation adjustment (FVA), capital valuation adjustment (KVA), wealth transfer. central counterparties (CCP), [QFIN]Quantitative Finance [q-fin]

العلاقة: hal-03910135; https://hal.science/hal-03910135Test; https://hal.science/hal-03910135/documentTest; https://hal.science/hal-03910135/file/XVA.pdfTest

الإتاحة: https://hal.science/hal-03910135Test
https://hal.science/hal-03910135/documentTest
https://hal.science/hal-03910135/file/XVA.pdfTest

المؤلفون: Boudiaf, Ismael Alexander, Scheicher, Martin, Vacirca, Francesco

مصطلحات موضوعية: ddc:330, G15, G18, G19, G23, G28, G32, Central Counterparties, initial margin models, risk management, modelgovernance and validation

العلاقة: Series: ECB Occasional Paper; No. 314; urn:isbn:978-92-899-6058-8; gbv-ppn:1843516608; http://hdl.handle.net/10419/278425Test

الإتاحة: https://doi.org/10.2866/189764Test
http://hdl.handle.net/10419/278425Test

المؤلفون: Bastide, Dorinel, Crépey, Stéphane, Drapeau, Samuel, Tadese, Mekonnen

المساهمون: Laboratoire de Mathématiques et Modélisation d'Evry (LaMME), Ecole Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE)-Université d'Évry-Val-d'Essonne (UEVE)-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), BNP-Paribas, Stress Testing Methodologies & Models, Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Shanghai Jiao Tong University Shanghai, Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://hal.science/hal-04215657Test ; 2023.

مصطلحات موضوعية: financial markets, exchanges, central counterparties (CCPs), default resolution, Radner equilibrium, price impact, entropic risk measure, expected shortfall, hedging, auctioning, liquidation, market risk, credit risk, cross-valuation adjustments (XVA), 2020 MSC: 91B50, 91B05, 91B26, 91G20, 91G40, 91G45, [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM]

العلاقة: info:eu-repo/semantics/altIdentifier/arxiv/2310.02608; hal-04215657; https://hal.science/hal-04215657Test; https://hal.science/hal-04215657v2/documentTest; https://hal.science/hal-04215657v2/file/main.pdfTest; ARXIV: 2310.02608

الإتاحة: https://hal.science/hal-04215657Test
https://hal.science/hal-04215657v2/documentTest
https://hal.science/hal-04215657v2/file/main.pdfTest

المؤلفون: Antinolfi, Gaetano, Carapella, Francesca, Carli, Francesco

مصطلحات موضوعية: ddc:330, G10, G14, G20, G23, Limited commitment, central counterparties, collateral

العلاقة: gbv-ppn:1788643240; Journal: Theoretical Economics; Volume: 17; Year: 2022; Issue: 1; Pages: 185-217; New Haven, CT: The Econometric Society; http://hdl.handle.net/10419/253503Test; RePEc:the:publsh:3893

الإتاحة: https://doi.org/10.3982/TE3893Test
http://hdl.handle.net/10419/253503Test

المؤلفون: Priem, Randy, Girard, Alexandre

المساهمون: USL-B - Centre de recherche en Economie (CEREC)

المصدر: Journal of Insurance and Financial Management, Vol. 6, no.2, p. 125-161 (2022)

مصطلحات موضوعية: central counterparties, default, risk management, margin requirements, EMIR

العلاقة: boreal:266324; http://hdl.handle.net/2078.3/266324Test; urn:ISSN:ISSN-Canada: 2371-2112

الإتاحة: http://hdl.handle.net/2078.3/266324Test

المؤلفون: Ivan Blahun

المصدر: Облік і фінанси, Iss 4(86), Pp 63-69 (2019)

مصطلحات موضوعية: payment system, depository system, depository, clearing, banks, stock exchange, central counterparties, Accounting. Bookkeeping, HF5601-5689, Finance, HG1-9999

وصف الملف: electronic resource

العلاقة: http://www.afj.org.ua/pdf/700-infrastruktura-finansovogo-rinku-ukraini-stan-ta-perspektivi-rozvitku.pdfTest; https://doaj.org/toc/2307-9878Test; https://doaj.org/toc/2518-1181Test

الوصول الحر: https://doaj.org/article/6072ef38872142f2ad18ff92fa8a330fTest

المؤلفون: World Bank

مصطلحات موضوعية: MARKET DEVELOPMENT, FINANCIAL MARKET INFRASTRUCTURE, COST-BENEFIT ANALYSIS FRAMEWORK, CENTRAL COUNTERPARTIES, CCPs

وصف الملف: application/pdf; text/plain

العلاقة: Equitable Growth, Finance & Institutions Insight; http://documents.worldbank.org/curated/en/099333205052228715/IDU01658a76e019f204d090ae2d0e6b4f7764210Test; http://hdl.handle.net/10986/37424Test

الإتاحة: http://hdl.handle.net/10986/37424Test
http://documents.worldbank.org/curated/en/099333205052228715/IDU01658a76e019f204d090ae2d0e6b4f7764210Test