Fernando Cerezetti

ICE Clear Europe Limited

United States

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Scholarly Papers (1)

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Supervisory Stress Testing for Ccps: A Macro-Prudential, Two-Tier Approach

FEDS Working Paper No. 2018-082
Number of pages: 26 Posted: 10 Dec 2018 Last Revised: 21 Feb 2019
Edward Anderson, Fernando Cerezetti and Mark Manning
Board of Governors of the Federal Reserve System, ICE Clear Europe Limited and Financial Conduct Authority
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Abstract:

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Central counterparties, Financial regulation, Macro-prudential policy, Stress testing