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Compressing over-the-counter markets. (2017). Roukny, Tarik ; Derrico, Marco.
In: ESRB Working Paper Series.
RePEc:srk:srkwps:201744.

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Cited: 10

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Cites: 30

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Cocites: 50

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Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Securitisation special purpose entities, bank sponsors and derivatives. (2021). Killeen, Neill ; Fiedor, Pawe.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s104244312100161x.

    Full description at Econpapers || Download paper

  2. Financialization and unconventional monetary policy: a financial-network analysis. (2020). Battiston, Stefano ; Perillo, Chiara.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:30:y:2020:i:5:d:10.1007_s00191-020-00698-0.

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  3. Multi-Period Liability Clearing via Convex Optimal Control. (2020). Boyd, Stephen ; Barratt, Shane.
    In: Papers.
    RePEc:arx:papers:2005.09066.

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  4. Securisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201999.

    Full description at Econpapers || Download paper

  5. Regulatory complexity and the quest for robust regulation. (2019). Sánchez Serrano, Antonio ; Schnabel, Isabel ; Kemp, Malcolm ; Gai, Prasanna.
    In: Report of the Advisory Scientific Committee.
    RePEc:srk:srkasc:20198.

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  6. Securitisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:5/rt/19.

    Full description at Econpapers || Download paper

  7. How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

    Full description at Econpapers || Download paper

  8. Counterparty credit risk and the effectiveness of banking regulation. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:599.

    Full description at Econpapers || Download paper

  9. Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, Paweł ; Orszaghova, Lucia ; Lapschies, Sarah.
    In: Working and Discussion Papers.
    RePEc:svk:wpaper:1048.

    Full description at Econpapers || Download paper

  10. The use of derivatives trade repository data: possibilities and challenges. (2017). van Lelyveld, Iman.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:46-29.

    Full description at Econpapers || Download paper

References

References cited by this document

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Cocites

Documents in RePEc which have cited the same bibliography

  1. OTC premia. (2020). Ranaldo, Angelo ; Vasios, Michalis ; Cenedese, Gino.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105.

    Full description at Econpapers || Download paper

  2. The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:255.

    Full description at Econpapers || Download paper

  3. The demand for central clearing: To clear or not to clear, that is the question. (2019). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:193.

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  4. Evaluierung gesamt- und finanzwirtschaftlicher Effekte der Reformen europäischer Finanzmarktregulierung im deutschen Finanzsektor seit der Finanzkrise. (2019). Krahnen, Jan ; Wahrenburg, Mark ; Haselmann, Rainer.
    In: SAFE Policy Reports.
    RePEc:zbw:safepr:1.

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  5. Securisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201999.

    Full description at Econpapers || Download paper

  6. Discriminatory Pricing of Over-the-Counter Derivatives. (2019). Timmer, Yannick ; Hoffmann, Peter ; Langfield, Sam ; Hau, Harald.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/100.

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  7. The Reversal Interest Rate. (2019). Koby, Yann ; Brunnermeier, Markus K.
    In: IMES Discussion Paper Series.
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  8. Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline.
    In: Working Paper Series.
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  9. The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla.
    In: Working Paper Series.
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  10. Inspecting the Mechanism of Quantitative Easing in the Euro Area. (2019). Yogo, Motohiro ; Nguyen, Benoit ; Koulischer, Francois ; Koijen, Ralph.
    In: CEPR Discussion Papers.
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  11. Securitisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:5/rt/19.

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  12. Securitisation special purpose entities use of derivatives: New evidence from Ireland. (2019). Killeen, Neill ; Fiedor, Paweł.
    In: Financial Stability Notes.
    RePEc:cbi:fsnote:3/fs/19.

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  13. Resilience of trading networks: evidence from the sterling corporate bond market. (2019). Roberts-Sklar, Matt ; Silvestri, Laura ; Mallaburn, David.
    In: Bank of England working papers.
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  14. Credit default swaps and corporate bond trading. (2019). Czech, Robert.
    In: Bank of England working papers.
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  15. Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0795.

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  16. Currency mispricing and dealer balance sheets. (2019). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale.
    In: Bank of England working papers.
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  17. Compressing Over-the-Counter Markets. (2019). Roukny, Tarik ; D'Errico, Marco.
    In: Papers.
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  18. OTC Premia. (2018). Ranaldo, Angelo ; Cenedese, Gino ; Vasios, Michalis.
    In: Working Papers on Finance.
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  19. Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets. (2018). Fiedor, Paweł.
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  20. The Impact of Pensions and Insurance on Global Yield Curves. (2018). Vissing-Jorgensen, Annette ; Greenwood, Robin.
    In: Harvard Business School Working Papers.
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  21. How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

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  22. How did the Greek credit event impact the credit default swap market?. (2018). Halaj, Grzegorz ; Scheicher, Martin ; Peltonen, Tuomas A ; Haaj, Grzegorz.
    In: Journal of Financial Stability.
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  23. Who bears interest rate risk?. (2018). Langfield, Sam ; Vuillemey, Guillaume ; Pierobon, Federico ; Hoffmann, Peter.
    In: Working Paper Series.
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  24. Counterparty credit risk and the effectiveness of banking regulation. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman.
    In: DNB Working Papers.
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  25. CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk.
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  26. OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino.
    In: Bank of England working papers.
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  27. An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Sundaresan, Suresh ; Klingler, Sven.
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  28. The credit default swap market: what a difference a decade makes. (2018). Ehlers, Torsten ; Aldasoro, Iñaki.
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  29. Illiquidity spirals in Coupled Over-The-Counter Markets. (2017). Golub, Benjamin ; Georg, Co-Pierre ; Aymanns, Christoph .
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  30. Models of Financial Stability and their Application in Stress Tests. (2017). Farmer, J. ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Aymanns, Christoph .
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  31. Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, Paweł ; Orszaghova, Lucia ; Lapschies, Sarah.
    In: Working and Discussion Papers.
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  32. The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto.
    In: ESRB Working Paper Series.
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  33. Discriminatory pricing of over-the-counter derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald.
    In: ESRB Working Paper Series.
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  34. Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki.
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  35. Compressing over-the-counter markets. (2017). Roukny, Tarik ; Derrico, Marco.
    In: ESRB Working Paper Series.
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    Full description at Econpapers || Download paper

  36. Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; Derrico, Marco.
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  37. Mapping the Interconnectedness between EU Banks and Shadow Banking Entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; D'Errico, Marco.
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  38. Optimal equity infusions in interbank networks. (2017). Amini, Hamed ; Sulem, Agnes ; Minca, Andreea.
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  39. How does risk flow in the credit default swap market?. (2017). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco.
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  40. Discriminatory Pricing of Over-The-Counter Derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald.
    In: CEPR Discussion Papers.
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  41. Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; D'Errico, Marco.
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  42. Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging. (2017). Vasios, Michalis ; Shreyas, Ujwal ; Joseph, Andreas ; Tanner, John ; Cielinska, Olga .
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  43. Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki.
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    Full description at Econpapers || Download paper

  44. The use of derivatives trade repository data: possibilities and challenges. (2017). van Lelyveld, Iman.
    In: IFC Bulletins chapters.
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    Full description at Econpapers || Download paper

  45. Euro-area derivatives markets: structure, dynamics and challenges. (2017). Ascolese, Mario ; Perez-Duarte, Sebastien ; Cerniauskas, Julius ; Skrzypczynski, Grzegorz ; Molino, Annalisa.
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  46. How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco.
    In: ESRB Working Paper Series.
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  47. The changing shape of interest rate derivatives markets. (2016). Eren, Egemen ; Ehlers, Torsten.
    In: BIS Quarterly Review.
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    Full description at Econpapers || Download paper

  48. Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices.. (2016). Yogo, Motohiro ; Nguyen, Benoît ; Koulischer, Francois.
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  49. Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano.
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