Concepedia

Derivatives Netting

Derivatives Netting is a legal and financial mechanism that reduces exposure risk and obligations among parties by aggregating multiple derivative contracts into a single net obligation, distinguishing it from mere bilateral settlement through its reliance on enforceable netting agreements under insolvency frameworks.

26

Publications

995

Citations

31

Authors

34

Institutions

Publications per year

2017–2026

5

Variants

Netting In Derivatives

Parents

Children

Publications

26

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

Derivatives and systemic risk: Netting, collateral, and closeout

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

, , +12

Collateral, Netting and Systemic Risk in the OTC Derivatives Market

Manmohan Singh · IMF Working Paper · 2010 · 77 citations

, , +16

Central clearing of OTC derivatives: Bilateral vs multilateral netting

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

, , +17

Valuation and Hedging of Contracts with Funding Costs and Collateralization

Tomasz R. Bielecki, Marek Rutkowski · SIAM Journal on Financial Mathematics · 2015 · 63 citations

, , +16

1–5 of 26

Authors

31

  1. MS
    Manmohan Singh

    International Monetary Fund, United States

    6 publications · 189 citations

    6

    h-index

  2. RR
    Robert R. Bliss

    Wake Forest University, United States

    3 publications · 171 citations

    3

    h-index

  3. JA
    James Aitken

    University of Surrey, United Kingdom

    2 publications · 47 citations

    2

    h-index

  4. RC
    Rama Cont

    University of Oxford, United Kingdom

    2 publications · 72 citations

    2

    h-index

  5. SG
    Samim Ghamami

    University of California, Berkeley, United States

    2 publications · 77 citations

    2

    h-index

1–5 of 31

Institutions

34

  1. International Monetary Fund

    Washington D.C., United States

    6 h-index

    7 publications

    203 citations

  2. University of Oxford

    Oxford, United Kingdom

    2 h-index

    2 publications

    72 citations

  3. University of California, Berkeley

    Berkeley, United States

    2 h-index

    2 publications

    77 citations

  4. Columbia University

    New York, United States

    2 h-index

    2 publications

    77 citations

  5. European Central Bank

    Frankfurt am Main, Germany

    2 h-index

    2 publications

    44 citations

  6. Loyola University Chicago

    Chicago, United States

    2 h-index

    2 publications

    150 citations

  7. Bank of America

    Charlotte, United States

    2 h-index

    2 publications

    40 citations

  8. Imperial College London

    London, United Kingdom

    2 h-index

    3 publications

    186 citations

1–8 of 34

Venues

  1. SSRN Electronic Journal

    Repository · 13 publications · 432 citations

    13

    h-index

  2. IMF Working Paper

    3 publications · 115 citations

    3

    h-index

  3. Journal of Financial Intermediation

    JFI · 1 publications · 50 citations

    1

    h-index

  4. Journal of Financial Engineering

    JFE · 1 publications · 57 citations

    1

    h-index

  5. Journal of Financial Stability

    1 publications · 95 citations

    1

    h-index

1–5