Monitoring CCP Exposure, in Real Time if Needed

Albert Menkveld

Chapter 16 in Achieving Financial Stability:Challenges to Prudential Regulation, 2017, pp 225-235 from World Scientific Publishing Co. Pte. Ltd.

Abstract: A couple of years ago I, out of the blue, received a phone call from a clearing house in Europe. They asked me for a fresh outside perspective on how much margin to charge a clearing member. The topic was new to me, and it fascinated me from the start. Up until that point I had been working on various issues related to trading, high-frequency trading and liquidity in particular, but never deeply thought about central clearing and how to optimally charge margin…

Keywords: Money and Banking; International Banking; Financial Instititions; Banks; Regulations; Compliance; Financial Crisis; Great Financial Crisis 2008; Microprudential; Macroprudential; Financial Stability (search for similar items in EconPapers)
JEL-codes: E50 (search for similar items in EconPapers)
Date: 2017
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