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Two is company, three’s a crowd: automated pairing and matching of two-sided reporting in EMIR derivatives’ data

In: Are post-crisis statistical initiatives completed?

Author

Listed:
  • Sébastien Pérez-Duarte
  • Grzegorz Skrzypczynski
Abstract
No abstract is available for this item.

Suggested Citation

  • Sébastien Pérez-Duarte & Grzegorz Skrzypczynski, 2019. "Two is company, three’s a crowd: automated pairing and matching of two-sided reporting in EMIR derivatives’ data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:49-51
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    File URL: https://www.bis.org/ifc/publ/ifcb49_51.pdf
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    References listed on IDEAS

    as
    1. Mario Ascolese & Annalisa Molino & Grzegorz Skrzypczynski & Julius Cerniauskas & Sébastien Pérez-Duarte, 2017. "Euro-area derivatives markets: structure, dynamics and challenges," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
    2. Abad, Jorge & Aldasoro, Iñaki & Aymanns, Christoph & D'Errico, Marco & Hoffmann, Peter & Langfield, Sam & Neychev, Martin & Roukny, Tarik & Rousová, Linda, 2016. "Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset," ESRB Occasional Paper Series 11, European Systemic Risk Board.
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    Cited by:

    1. Jukonis, Audrius, 2022. "Evaluating market risk from leveraged derivative exposures," Working Paper Series 2722, European Central Bank.

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