Shihao Yu

VU Amsterdam

De Boelelaan 1105

Amsterdam, ND North Holland 1081 HV

Netherlands

http://www.shihaoyu.org

Tinbergen Institute

Gustav Mahlerplein 117

Amsterdam, Noord-Holland 1082 MS

Netherlands

http://www.shihaoyu.org

SCHOLARLY PAPERS

1

DOWNLOADS

527

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (1)

1.
Downloads 527 ( 56,855)
Citation 2

Central Counterparty Exposure in Stressed Markets

Management Science, Forthcoming
Number of pages: 49 Posted: 16 Dec 2016 Last Revised: 02 Feb 2020
Bank for International Settlements, VU Amsterdam and VU Amsterdam
Downloads 505 (59,295)
Citation 3

Abstract:

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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
Bank for International Settlements, VU Amsterdam and VU Amsterdam
Downloads 22 (568,988)

Abstract:

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central counterparties (CCPs), crowding risk, market stress