Wenqian Huang

Bank for International Settlements

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

http://wenqianhuang.org

SCHOLARLY PAPERS

5

DOWNLOADS

860

SSRN CITATIONS

12

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.
Downloads 513 ( 57,987)
Citation 2

Central Counterparty Exposure in Stressed Markets

Management Science, Forthcoming
Number of pages: 49 Posted: 16 Dec 2016 Last Revised: 02 Feb 2020
Wenqian Huang, Albert J. Menkveld and Shihao Yu
Bank for International Settlements, VU Amsterdam and VU Amsterdam
Downloads 493 (60,274)
Citation 3

Abstract:

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Central counterparties (CCPs), Crowding risk, Market stress

Central Counterparty Exposure in Stressed Markets

BIS Working Paper No. 833
Number of pages: 51 Posted: 19 Dec 2019
Wenqian Huang, Albert J. Menkveld and Shihao Yu
Bank for International Settlements, VU Amsterdam and VU Amsterdam
Downloads 20 (575,928)

Abstract:

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central counterparties (CCPs), crowding risk, market stress

2.
Downloads 143 (217,850)
Citation 1

The Cost of Clearing Fragmentation

BIS Working Paper No. 826
Number of pages: 47 Posted: 13 Dec 2019
Bank of England, Bank for International Settlements, VU Amsterdam and Norges Bank Investment Management (NBIM)
Downloads 107 (272,311)

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central clearing, CCP basis, collateral, fragmentation

The Cost of Clearing Fragmentation

Bank of England Working Paper No. 800, May 2019
Number of pages: 40 Posted: 01 Jun 2019 Last Revised: 24 Nov 2019
Bank of England, Bank for International Settlements, VU Amsterdam and Norges Bank Investment Management (NBIM)
Downloads 36 (481,070)
Citation 1

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central clearing, CCP basis, collateral, fragmentation

Central Counterparty Capitalization and Misaligned Incentives

Number of pages: 54 Posted: 19 Dec 2016
Wenqian Huang
Bank for International Settlements
Downloads 88 (310,237)
Citation 3

Abstract:

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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 32 (506,523)

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Central counterparties (CCPs), capital requirement, financial stability

4.

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 66 (363,035)
Citation 4

Abstract:

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5.

OTC Derivatives: Euro Exposures Rise and Central Clearing Advances

BIS Quarterly Review, December 2019
Number of pages: 11 Posted: 17 Dec 2019
Sirio Aramonte and Wenqian Huang
Bank for International Settlements (BIS) and Bank for International Settlements
Downloads 18 (569,592)
Citation 1

Abstract:

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