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

VU Amsterdam; Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)

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

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

Albert J. Menkveld (Contact Author)

VU Amsterdam ( email )

De Boelelaan 1105
Amsterdam, 1081HV
Netherlands
+31 20 5986130 (Phone)
+31 20 5986020 (Fax)

Tinbergen Institute - Tinbergen Institute Amsterdam (TIA) ( email )

Gustav Mahlerplein 117
Amsterdam, 1082 MS
Netherlands

Register to save articles to
your library

Register

Paper statistics

Downloads
47
Abstract Views
194
PlumX Metrics