Wenqian Huang

Bank for International Settlements

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

http://wenqianhuang.org

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

Central Counterparty Exposure in Stressed Markets

Number of pages: 42 Posted: 16 Dec 2016 Last Revised: 29 May 2019
Wenqian Huang, Albert J. Menkveld and Shihao Yu
Bank for International Settlements, VU Amsterdam and VU Amsterdam
Downloads 381 (75,610)

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Central counterparties (CCPs), Crowding risk, Market stress

Central Counterparty Capitalization and Misaligned Incentives

Number of pages: 54 Posted: 19 Dec 2016
Wenqian Huang
Bank for International Settlements
Downloads 84 (293,903)

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Central Counterparties (CCPs), Capital Requirement, Collateral

Central Counterparty Capitalization and Misaligned Incentives

BIS Working Paper No. 767
Number of pages: 61 Posted: 13 Feb 2019
Wenqian Huang
Bank for International Settlements
Downloads 16 (555,285)

Abstract:

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Central counterparties (CCPs), capital requirement, financial stability

3.

Clearing Risks in OTC Derivatives Markets: The CCP-Bank Nexus

BIS Quarterly Review December 2018
Number of pages: 18 Posted: 29 Jan 2019
Umar Faruqui, Wenqian Huang and Előd Takáts
Bank for International Settlements (BIS), Bank for International Settlements and Bank for International Settlements (BIS)
Downloads 44 (402,216)

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4.

The Cost of Clearing Fragmentation

Bank of England Working Paper No. 800, May 2019
Number of pages: 34 Posted: 01 Jun 2019
Bank of England, Bank for International Settlements, VU Amsterdam and Bank of England
Downloads 13 (552,963)

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central clearing, CCP basis, collateral, fragmentation