Houghton Street
London WC2A 2AE, WC2A 2AE
United Kingdom
Value-at-Risk, filtered historical simulation, conditional volatility, volatility scaling, risk model backtesting
CCP, CCP Goverance, CCP Loss Allocation, Central Clearing, Skin in the game, Stakeholder governance
Financial Regulation, Mandatory Clearing, OTC derivatives, Regulatory Review, Regulatory Theory
CCP, central clearing, clearing mandate, client clearing, FRANDT, OTC derivatives
Central counterparty, central clearing, initial margin, margin models, OTC derivatives, procyclicality
Anti-procyclicality, impulse response function, initial margin model, margin model response, procyclicality, volatility estimation
Central counterparty, cost-benefit analysis, derivatives clearing, initial margin models, mandatory clearing, procyclicality
Benchmark Manipulation, Benchmark Regulation, Financial Market Benchmark, Hedging, Libor Reform, Libor Scandal, Nickel Market Crisis, WTI Market Crisis
Clearinghouse, Derivatives, futures and options, Central counterparties, CCPs, Bidder selection, Auction theory, Default auctions
Central clearing, margin procyclicality, anti-procyclicality tools, initial margin, regulatory style, derivatives regulation
Liquidity risk, bank failure, capital regulation, solvency risk
Conditional volatility, filtered volatility, GARCH(1,1), initial margin model, model backtesting, volatility estimation
Financial Regulation, Regulatory Review, Financial Services and Markets Bill, Regulatory Call-back
Central clearing, CCPs, clearing mandate
Current exposure method, poitential future exposure, counterparty credit risk
CCP, CCP Risk, Central Clearing, Central Counter Party, Cover 2
CCP, Central Counter Party, Central Clearing, Default Management, OTC Derivatives Clearing
