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central clearing

Ceterum censeo Essential readings 

Better Double-Safe than Sorry? CDS Counterparty Risk Mitigation

15. November 201715. January 2018 Gregor Schönemann and Monika Gehde-Trapp banks, central clearing, counterparty risk, credit default swaps

In a recent post, we discussed the Oehmke and Zawadowski (2017) paper. The authors identify hedging, speculation, and arbitrage as

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Essential readings 

Central Clearing in CDS Markets – Solution to a Non-Problem?

16. October 201716. January 2018 Gregor Schönemann and Monika Gehde-Trapp central clearing, counterparty risk, credit default swaps

The financial crisis 2007/2008 again revealed that counterparty risk is front and center in financial markets. A consequence of counterparty

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Ceterum censeo Facts and figures 

Central Clearing and CDS Market Liquidity

8. September 201714. January 2018 Gregor Schönemann and Monika Gehde-Trapp central clearing, credit default swaps, liquidity

We supervised a thesis this semester on the impact of central clearing on market liquidity for credit default swaps (CDS).

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Essential readings Facts and figures 

Better Central? Central Clearing and Counterparty Risk in OTC Markets

1. August 201714. January 2018 Gregor Schönemann and Monika Gehde-Trapp central clearing, counterparty risk, credit default swaps

What is the relation between central clearing and counterparty risk? Intuitively, it seems clear that a central clearing counterparty (CCP)

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Essential readings 

Big Risks with Small Price Impact – Counterparty Risk Management in CDS

24. July 201716. January 2018 Gregor Schönemann and Monika Gehde-Trapp central clearing, counterparty risk, credit default swaps

Why the discussion about central clearing of credit default swap (CDS) contracts? For one thing, central clearing increases transparency. Once

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