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

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Central Counterparty Exposure in Stressed Markets

Number of pages: 42 Posted: 16 Dec 2016 Last Revised: 29 May 2019
Bank for International Settlements, VU Amsterdam and VU Amsterdam
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Citation 2

Abstract:

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Central counterparties (CCPs), Crowding risk, Market stress