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  1. A CBA of APC
    analysing approaches to procyclicality reduction in CCP initial margin models
    Author: Murphy, David; Vause, Nicholas
    Published: November 2021
    Publisher:  Bank of England, London

    Access:
    Verlag (lizenzpflichtig)
    Verlag (lizenzpflichtig)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 443
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Staff working paper / Bank of England ; no. 950
    Subjects: Central counterparty; cost‑benefit analysis; derivatives clearing; initial margin models; mandatory clearing; procyclicality
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen