Jean-Philippe Dion - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T02:19:36+00:00To Link or Not To Link? Netting and Exposures Between Central Counterparties
https://www.bankofcanada.ca/2013/03/working-paper-2013-6/
This paper provides a framework to compare linked and unlinked CCP configurations in terms of total netting achieved by market participants and the total system default exposures that exist between participants and CCPs.2013-03-15T11:18:39+00:00enTo Link or Not To Link? Netting and Exposures Between Central Counterparties2013-03-15Payment clearing and settlement systemsWorking Paper 2013-6https://www.bankofcanada.ca/wp-content/uploads/2013/03/wp2013-06.pdfTo Link or Not To Link? Netting and Exposures Between Central CounterpartiesStacey AndersonJean-Philippe DionHéctor Pérez SaizMarch 2013GG1G18G2G23