Central Clearing and Collateral Demand

Duffie, D., Scheicher, M., & Vuillemey, G. (2015). Central Clearing and Collateral Demand. Journal of Financial Economics, 116(2), 237-256.

Type

Journal article

Intellectual base

Primary research

Year

2015

Volume

116

Issue

2

Pages

237-256

DOI

10.1016/j.jfineco.2014.06.003

DOI registrant

Elsevier

Link

https://doi.org/10.1016/j.jfineco.2014.06.003

Cited from

economics_finance

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Primes

• Common-Medium Intermediation
  • In clearing it is the central counterparty and the automated clearing house, where each party faces the clearinghouse rather than the other N-minus-one counterparties, collapsing bilateral credit-risk arrangements.

    This sourceAnalyzes how a central counterparty interposes itself so each firm faces the clearinghouse, collapsing the quadratic web of bilateral credit exposures.

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