Wenqian Huang

Bank for International Settlements

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

http://wenqianhuang.org

SCHOLARLY PAPERS

5

DOWNLOADS

686

SSRN CITATIONS

2

CROSSREF CITATIONS

9

Scholarly Papers (5)

1.
Downloads 475 ( 61,473)
Citation 2

Central Counterparty Exposure in Stressed Markets

Number of pages: 48 Posted: 16 Dec 2016 Last Revised: 04 Dec 2019
Wenqian Huang, Albert J. Menkveld and Shihao Yu
Bank for International Settlements, VU Amsterdam and VU Amsterdam
Downloads 466 (62,154)
Citation 2

Abstract:

Loading...

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 9 (641,070)

Abstract:

Loading...

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 88 (299,428)
Citation 2

Abstract:

Loading...

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 24 (530,785)

Abstract:

Loading...

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 56 (380,614)
Citation 2

Abstract:

Loading...

4.
Downloads 36 (454,706)

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 29 (500,614)

Abstract:

Loading...

central clearing, CCP basis, collateral, fragmentation

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 7 (648,259)

Abstract:

Loading...

central clearing, CCP basis, collateral, fragmentation

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 7 (621,169)

Abstract:

Loading...