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Clearing house, margin requirements, and systemic risk

Christophe Pérignon 1 J.-A. Cruz Lopez J. H. Harris
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
Keywords : Clearing house margin requirement systemic risk
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https://hal-hec.archives-ouvertes.fr/hal-00578317
Contributor : Antoine Haldemann <>
Submitted on : Saturday, March 19, 2011 - 1:01:54 PM
Last modification on : Thursday, January 11, 2018 - 6:19:32 AM

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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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