Clearing house, margin requirements, and systemic risk

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

Conference Papers Year :

Clearing house, margin requirements, and systemic risk

(1) , ,

1

Christophe Pérignon

Function : Author
PersonId : 867703

Groupement de Recherche et d'Etudes en Gestion à HEC

J.-A. Cruz Lopez

Function : Author

J. H. Harris

Function : Author

Keywords

Clearing house margin requirement systemic risk

Domains

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 : Friday, March 24, 2023-2:52:54 PM

Dates and versions

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

Identifiers

HAL Id : hal-00578317 , version 1

Cite

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

Keywords

Domains

Dates and versions

Identifiers

Cite

Export

Collections

Share