Clearing house, margin requirements, and systemic risk

Christophe Pérignon; J.-A. Cruz Lopez; J. H. Harris

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Clearing house, margin requirements, and systemic risk

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Christophe Pérignon

Function : Author
PersonId : 867703

Groupement de Recherche et d'Etudes en Gestion à HEC

J.-A. Cruz Lopez

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J. H. Harris

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Clearing house margin requirement systemic risk

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Humanities and Social Sciences Business administration

Antoine Haldemann : Connect in order to contact the contributor

https://hal-hec.archives-ouvertes.fr/hal-00578317

Submitted on : Saturday, March 19, 2011-1:01:54 PM

Last modification on : Saturday, June 25, 2022-10:51:49 AM

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hal-00578317 , version 1 (19-03-2011)

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HAL Id : hal-00578317 , version 1

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Christophe Pérignon, J.-A. Cruz Lopez, J. H. Harris. Clearing house, margin requirements, and systemic risk. Conference Extreme Dependence in Financial Markets. Econometric Institute, Mar 2011, Rotterdam, Netherlands. ⟨hal-00578317⟩

Clearing house, margin requirements, and systemic risk

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