Academic Journal

Systemic risk safeguards for central counterparties.

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τίτλος: Systemic risk safeguards for central counterparties.
Συγγραφείς: Mayer, Helios Padilla1 (AUTHOR)
Πηγή: Journal of Securities Operations & Custody. Winter2025, Vol. 18 Issue 1, p64-74. 11p.
Θεματικοί όροι: *Systemic risk (Finance), *Financial crises, *Futures, *Financial institutions, *Organizational resilience, *Risk management in business, Counterparties (Finance)
Περίληψη: The financial crisis of 2008 underscored the critical importance of central counterparties (CCPs) in mitigating systemic risk within the derivatives market. CCPs function as intermediaries, assuming counterparty risk to enhance market stability. This paper explores the comprehensive CCP risk waterfall framework, evaluates its robustness under prolonged market stress and provides actionable recommendations for fortifying CCP resilience. Through theoretical models and empirical simulations, the paper illustrates how CCPs manage systemic shocks and proposes improvements for future robustness. This article is also included in The Business & Management Collection which can be accessed at https:// hstalks.com/business/. [ABSTRACT FROM AUTHOR]
Copyright of Journal of Securities Operations & Custody is the property of Henry Stewart Publications LLP and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
Βάση Δεδομένων: Business Source Index
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PubType: Academic Journal
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  Data: Systemic risk safeguards for central counterparties.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Securities+Operations+%26+Custody%22">Journal of Securities Operations & Custody</searchLink>. Winter2025, Vol. 18 Issue 1, p64-74. 11p.
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  Data: The financial crisis of 2008 underscored the critical importance of central counterparties (CCPs) in mitigating systemic risk within the derivatives market. CCPs function as intermediaries, assuming counterparty risk to enhance market stability. This paper explores the comprehensive CCP risk waterfall framework, evaluates its robustness under prolonged market stress and provides actionable recommendations for fortifying CCP resilience. Through theoretical models and empirical simulations, the paper illustrates how CCPs manage systemic shocks and proposes improvements for future robustness. This article is also included in The Business & Management Collection which can be accessed at https:// hstalks.com/business/. [ABSTRACT FROM AUTHOR]
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  Data: <i>Copyright of Journal of Securities Operations & Custody is the property of Henry Stewart Publications LLP and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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      – Code: eng
        Text: English
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      – SubjectFull: Systemic risk (Finance)
        Type: general
      – SubjectFull: Financial crises
        Type: general
      – SubjectFull: Futures
        Type: general
      – SubjectFull: Financial institutions
        Type: general
      – SubjectFull: Organizational resilience
        Type: general
      – SubjectFull: Risk management in business
        Type: general
      – SubjectFull: Counterparties (Finance)
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      – TitleFull: Systemic risk safeguards for central counterparties.
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              Text: Winter2025
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              Y: 2025
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