Concepedia

Collateral Netting

Collateral Netting is a risk mitigation framework within derivatives netting that consolidates collateral obligations across multiple derivative transactions under a single net exposure calculation to reduce credit risk and operational complexity.

26

Publications

1.2K

Citations

38

Authors

35

Institutions

Publications per year

2017–2026

2

Parents

Publications

26

Systemic risk in the netting system

Paolo Angelini, Giuseppe Maresca, Daniela Russo · Journal of Banking & Finance · 1996 · 173 citations

, , +13

Derivatives and systemic risk: Netting, collateral, and closeout

Robert R. Bliss, George G. Kaufman · Journal of Financial Stability · 2006 · 95 citations

, , +12

Funding Valuation Adjustment: A Consistent Framework Including CVA, DVA, Collateral, Netting Rules and Re-Hypothecation

Andrea Pallavicini, Daniele Perini, Damiano Brigo · SSRN Electronic Journal · 2011 · 84 citations · Full text

, , +16

Collateral, Netting and Systemic Risk in the OTC Derivatives Market

Manmohan Singh · IMF Working Paper · 2010 · 77 citations

, , +16

Collateral Margining in Arbitrage-Free Counterparty Valuation Adjustment Including Re-Hypotecation and Netting

Damiano Brigo, Agostino Capponi, Andrea Pallavicini et al. · SSRN Electronic Journal · 2011 · 72 citations · Full text

, , +14

1–5 of 26

Authors

38

  1. MS
    Manmohan Singh

    International Monetary Fund, United States

    6 publications · 189 citations

    6

    h-index

  2. DB
    Damiano Brigo

    Imperial College London, United Kingdom

    4 publications · 234 citations

    4

    h-index

  3. AP
    Andrea Pallavicini

    Imperial College London, United Kingdom

    3 publications · 213 citations

    3

    h-index

  4. JA
    James Aitken

    University of Surrey, United Kingdom

    2 publications · 47 citations

    2

    h-index

  5. SG
    Samim Ghamami

    University of California, Berkeley, United States

    2 publications · 77 citations

    2

    h-index

1–5 of 38

Institutions

35

  1. International Monetary Fund

    Washington D.C., United States

    6 h-index

    7 publications

    203 citations

  2. Imperial College London

    London, United Kingdom

    4 h-index

    6 publications

    375 citations

  3. Columbia University

    New York, United States

    3 h-index

    3 publications

    149 citations

  4. University of California, Berkeley

    Berkeley, United States

    2 h-index

    2 publications

    77 citations

  5. Intesa Sanpaolo (Italy)

    Turin, Italy

    2 h-index

    2 publications

    156 citations

  6. Bank of Italy

    Rome, Italy

    2 h-index

    3 publications

    403 citations

  7. New York University

    New York, United States

    2 h-index

    2 publications

    77 citations

  8. Bank of America

    Charlotte, United States

    2 h-index

    2 publications

    48 citations

1–8 of 35

Venues

  1. SSRN Electronic Journal

    Repository · 13 publications · 431 citations

    12

    h-index

  2. IMF Working Paper

    3 publications · 115 citations

    3

    h-index

  3. Bank of Canada review

    1 publications · 57 citations

    1

    h-index

  4. Open Repository and Bibliography (University of Luxembourg)

    Repository · 1 publications · 51 citations

    1

    h-index

  5. Econstor (Econstor)

    Repository · 1 publications · 17 citations

    1

    h-index

1–5