Wenqian Huang

Bank for International Settlements

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

http://wenqianhuang.org

SCHOLARLY PAPERS

6

DOWNLOADS

1,029

SSRN CITATIONS

27

CROSSREF CITATIONS

9

Scholarly Papers (6)

1.
Downloads 557 ( 56,433)
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, Vrije Universiteit Amsterdam and VU Amsterdam
Downloads 534 (58,846)
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, Vrije Universiteit Amsterdam and VU Amsterdam
Downloads 23 (591,588)

Abstract:

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central counterparties (CCPs), crowding risk, market stress

2.
Downloads 183 (189,283)
Citation 3

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, Vrije Universiteit Amsterdam and Norges Bank Investment Management (NBIM)
Downloads 132 (249,237)

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central clearing, CCP basis, collateral, fragmentation

The Cost of Clearing Fragmentation

Number of pages: 40 Posted: 01 Jun 2019 Last Revised: 04 Nov 2020
Bank of England, Bank for International Settlements, Vrije Universiteit Amsterdam and Norges Bank Investment Management (NBIM)
Downloads 51 (445,526)
Citation 3

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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 97 (311,160)
Citation 5

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 51 (445,526)

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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 90 (324,003)
Citation 7

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 29 (537,223)
Citation 2

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6.

Model Risk at Central Counterparties: Is Skin-in-The-Game a Game Changer?

BIS Working Paper No. 866
Number of pages: 28 Posted: 02 Jun 2020
Wenqian Huang and Előd Takáts
Bank for International Settlements and Bank for International Settlements (BIS)
Downloads 22 (580,105)
Citation 1

Abstract:

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central counterparties (CCPs), capital, risk-taking