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Clearing house, margin requirements, and systemic risk

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J.-A. Cruz Lopez
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J. H. Harris
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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⟩

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