Xiaopeng Wu

University of Toronto - Rotman School of Management

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Optimal Bidder Selection in Clearing House Default Auctions

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Optimal Bidder Selection in Clearing House Default Auctions

Proceedings of WFEClear: The WFE’s Clearing & Derivatives Conference 2023
Number of pages: 22 Posted: 20 Mar 2023
Travis D. Nesmith, Rodney Garratt, David Murphy and Xiaopeng Wu
Board of Governors of the Federal Reserve System, Bank for International Settlements (BIS), London School of Economics - Law School and University of Toronto - Rotman School of Management
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Optimal Bidder Selection in Clearing House Default Auctions

FEDS Working Paper No. 2023-33
Number of pages: 24 Posted: 22 May 2023
Rodney Garratt, David Murphy, Travis D. Nesmith and Xiaopeng Wu
Bank for International Settlements (BIS), London School of Economics - Law School, Board of Governors of the Federal Reserve System and University of Toronto - Rotman School of Management
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Clearinghouse, Derivatives, futures and options, Central counterparties, CCPs, Bidder selection, Auction theory, Default auctions