Concepedia

Central Clearing Mandates

Central Clearing Mandate is a regulatory requirement that compels the clearing of certain classes of over-the-counter derivatives through a central counterparty to reduce systemic risk by ensuring standardized collateral, reporting, and risk management practices.

47

Publications

1.7K

Citations

64

Authors

42

Institutions

Publications per year

2017–2026

15

Variants

Central Clearing Mandate

Parents

Publications

47

Central clearing and collateral demand

Darrell Duffie, Martin Scheicher, Guillaume Vuillemey · Journal of Financial Economics · 2015 · 223 citations

, , +14

Risk‐Sharing or Risk‐Taking? Counterparty Risk, Incentives, and Margins

Bruno Biais, Florian Heider, Marie Hoerova · The Journal of Finance · 2016 · 109 citations

, , +17

The Economics of Clearing in Derivatives Markets: Netting, Asymmetric Information, and the Sharing of Default Risks Through a Central Counterparty

Craig Pirrong · SSRN Electronic Journal · 2009 · 97 citations · Full text

, , +17

The Credit Default Swap Market: What a Difference a Decade Makes

Iñaki Aldasoro, Torsten Ehlers · BIS quarterly review · 2018 · 89 citations · Full text

, , +16

Central clearing of OTC derivatives: Bilateral vs multilateral netting

Statistics & Risk Modeling · 2014 · 72 citations · Full text

, , +17

1–5 of 47

Authors

64

  1. GV
    Guillaume Vuillemey

    HEC Paris, France

    4 publications · 307 citations

    4

    h-index

  2. RC
    Rama Cont

    University of Oxford, United Kingdom

    3 publications · 99 citations

    3

    h-index

  3. SG
    Samim Ghamami

    University of California, Berkeley, United States

    3 publications · 94 citations

    3

    h-index

  4. CP
    Craig Pirrong

    University of Houston, United States

    3 publications · 128 citations

    3

    h-index

  5. FH
    Florian Heider

    European Central Bank, Germany

    3 publications · 203 citations

    3

    h-index

1–5 of 64

Institutions

42

  1. European Central Bank

    Frankfurt am Main, Germany

    6 h-index

    9 publications

    506 citations

  2. Banque de France

    Paris, France

    3 h-index

    3 publications

    321 citations

  3. University of California, Berkeley

    Berkeley, United States

    3 h-index

    3 publications

    94 citations

  4. Stanford University

    Stanford, United States

    3 h-index

    3 publications

    268 citations

  5. HEC Paris

    Jouy-en-Josas, France

    3 h-index

    3 publications

    84 citations

  6. Columbia University

    New York, United States

    2 h-index

    2 publications

    77 citations

  7. Aarhus University

    Aarhus, Denmark

    2 h-index

    2 publications

    126 citations

  8. New York University

    New York, United States

    2 h-index

    2 publications

    77 citations

1–8 of 42

Venues

  1. SSRN Electronic Journal

    Repository · 14 publications · 414 citations

    13

    h-index

  2. 3

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 2 publications · 69 citations

    2

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 2 publications · 57 citations

    2

    h-index

  5. Econstor (Econstor)

    Repository · 2 publications · 34 citations

    2

    h-index

1–5