中央交易对手保证金模型的顺周期性:系统性问题需要系统性方法

IF 0.4 Q4 BUSINESS, FINANCE Journal of Financial Market Infrastructures Pub Date : 2022-01-01 DOI:10.21314/jfmi.2022.002
Pedro Gurrola-Perez
{"title":"中央交易对手保证金模型的顺周期性:系统性问题需要系统性方法","authors":"Pedro Gurrola-Perez","doi":"10.21314/jfmi.2022.002","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.4000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Procyclicality of central counterparty margin models: systemic problems need systemic approaches\",\"authors\":\"Pedro Gurrola-Perez\",\"doi\":\"10.21314/jfmi.2022.002\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":41226,\"journal\":{\"name\":\"Journal of Financial Market Infrastructures\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2022-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Financial Market Infrastructures\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.21314/jfmi.2022.002\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Financial Market Infrastructures","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21314/jfmi.2022.002","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 0
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Procyclicality of central counterparty margin models: systemic problems need systemic approaches
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
6
期刊最新文献
Construction of hypothetical scenarios for central counterparty stress tests using vine copulas A cost–benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models Industry adoption scenarios for authoritative data stores using the International Swaps and Derivatives Association Common Domain Model Climate risk and central counterparty risk management Procyclicality of central counterparty margin models: systemic problems need systemic approaches
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1