Central clearing of OTC derivatives: Bilateral vs multilateral netting
Work
Year: 2014
Type: article
Abstract: We study the impact of central clearing of over-the-counter (OTC) transactions on counterparty exposures in a market with OTC transactions across several asset classes with heterogeneous characterist... more
Source: Statistics & Risk Modeling
Authors Rama Cont, Thomas Kokholm
Institutions Imperial College London, Aarhus University
Cites: 8
Cited by: 124
Related to: 10
FWCI: 18.52
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: green