Central Clearing of OTC Derivatives - Protection of Cleared Swaps Customer Contracts and Collateral

Yoshiya, Shinichi

doi:10.2139/ssrn.2037546

Abstract

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Central Clearing of OTC Derivatives - Protection of Cleared Swaps Customer Contracts and Collateral

Shinichi Yoshiya

Duke University School of Law

December 15, 2011

Abstract:
This paper examines which of the five margin protection models (Baseline Model, Physical Segregation Model, Complete Legal Segregation Model, Legal Segregation with Recourse Model, and Optional Model) currently discussed is the optimal model in achieving the underlying rationale of the Dodd-Frank Act.

Number of Pages in PDF File: 37

Keywords: OTC Derivatives, Central Clearing

JEL Classification: G18, G21, G28

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Date posted: April 10, 2012

Suggested Citation

Yoshiya, Shinichi, Central Clearing of OTC Derivatives - Protection of Cleared Swaps Customer Contracts and Collateral (December 15, 2011). Available at SSRN: http://ssrn.com/abstract=2037546 or http://dx.doi.org/10.2139/ssrn.2037546

Contact Information

Shinichi Yoshiya (Contact Author)

Duke University School of Law ( email )

Box 90360
Duke School of Law
Durham, NC 27708
United States