Ali Rais Shaghaghi

University of Cambridge - Centre for Risk Studies

Systemic Risk Researcher

University of Cambridge Judge Business School

Trumpington Street

Cambridge, CB2 1AG

United Kingdom

  • University of Cambridge - Centre for Risk Studies

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CCPs and Network Stability in OTC Derivatives Markets

Journal of Financial Stability, Forthcoming
Number of pages: 17 Posted: 26 Apr 2016
Alexandra Heath, Gerard Kelly, Mark J. Manning, Sheri M. Markose and Ali Rais Shaghaghi
Reserve Bank of Australia - Economic Research, Reserve Bank of Australia, Bank of England, University of Essex - Department of Economics and University of Cambridge - Centre for Risk Studies
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Abstract:

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OTC derivatives reforms, Central counterparty (CCP), Netting efficiency, Collateralization