Threadneedle Street
London, EC2R 8AH
United Kingdom
Bank of England
SSRN RANKINGS
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Credit spreads, implied default probabilities, Merton models
risks management, financial institutions, financial innovation
Clearing, netting, financial stability, central counterparty
OTC derivatives reforms, Central counterparty (CCP), Netting efficiency, Collateralization
Payment systems, collateral, liquidity risk