Monitoring CCP Exposure, in Real Time If Needed

Menkveld, Albert J.

doi:10.2139/ssrn.3098118

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Monitoring CCP Exposure, in Real Time If Needed

"Achieving Financial Stability: Challenges to Prudential Regulation," edited by Douglas D. Evanoff, George G. Kaufman, Agnese Leonello, and Simone Manganelli (2017); ISBN-13: 978-9813223394

8 Pages Posted: 12 Jan 2018 Last revised: 16 Jan 2018

See all articles by Albert J. Menkveld

Albert J. Menkveld

Vrije Universiteit Amsterdam

Date Written: November 4, 2016

Abstract

In this book chapter I review the insights that I developed when writing three papers on CCPs. In the process I benefitted greatly from an emerging academic literature on central clearing, from participants' feedback at conferences and seminars where I presented my work, and from various interactions with clearing houses, in particular with their risk management committees.

Keywords: CCP, margin, systemic risk, risk management

JEL Classification: G10

Suggested Citation: Suggested Citation

Menkveld, Albert J., Monitoring CCP Exposure, in Real Time If Needed (November 4, 2016). "Achieving Financial Stability: Challenges to Prudential Regulation," edited by Douglas D. Evanoff, George G. Kaufman, Agnese Leonello, and Simone Manganelli (2017); ISBN-13: 978-9813223394, Available at SSRN: https://ssrn.com/abstract=3098118 or http://dx.doi.org/10.2139/ssrn.3098118