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central clearing, netting efficiency, counterparty risk, over-the-counter derivatives
Credit derivatives, credit risk transfer, financial innovations, financial stability
Chicago, co-location, competition, competitiveness, dataset, derivatives, derivatives dealers, derivatives regulation, exchanges, financial institutions, financial markets, financial services, futures, human resources, labor, law, location, London, migration, New York, options, securities regulation
OTC derivatives, central counterparty, centralized data repository, collateral management, electronic trading platform, exchange, market transparency, regulation, systemic risk
Liquidity, dealer banks, OTC markets, financial crisis
bank failure mechanics
market-making, Volcker rule, financial markets, regulatory capital, liquidity requirements, systemic risk
qualified financial contract, OTC derivative, swap, repurchase agreement, automatic stay, clearinghouse, Dodd-Frank Act, financial regulation, finance, bankruptcy
size discovery, allocative efficiency, workup, dark pool, market design
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
default, bankruptcy, duration analysis, doubly stochastic
Bonus, compensation, contingent convertible bonds, capital, regulation, financial crisis
Correlated default, doubly stochastic, contagion, frailty
Benchmark, Search, Transparency, OTC markets, LIBOR
correlated default, doubly stochastic, frailty, latent factor
Central clearing party, margin, credit default swap, collateral, client clearing
central clearing party, margin, credit default swap, collateral, client clearing
search, matching, equilibrium, information, percolation
Search, Matching, Double Auctions, Segmented Markets, Equilibrium, Information, Percolation
derivatives, foregin exchange, over-the-counter derivatives, trade competition
information percolation, search, learning rates
Benchmarks, LIBOR, manipulation, reference rate reform
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id903398.
Search, bargaining, liquidity, risk, asset pricing
Libor, interbank, transactions-based fixing, sampling window, shadow banking, financial intermediation
Central clearing, derivatives, central counterparties, failure resolutions
This is a Wiley-Blackwell Other paper. Wiley-Blackwell Other charges $10.00 .
File name: jacf.
Funding value adjustment, swap XVAs, debit value adjustment, debt overhang
credit default swap (CDS), CDS contract design, credit derivatives, sovereign default risk, legacy bond exchanges, financial markets
Deposit insurance pricing, risk-neutral default probability, bank failure
Risk Measurement and Management: firm/enterprise risk
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