Gerard Kelly

Reserve Bank of Australia

65, Martin Place

Sydney, NSW 2000

Australia

  • Reserve Bank of Australia

SCHOLARLY PAPERS

1

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168

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4

Scholarly Papers (1)

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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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Citation 4

Abstract:

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