Concepedia

Netting Rules

Netting Rules is a legal framework within comparative payment systems law that establishes the conditions under which mutual payment obligations between parties may be aggregated and offset, thereby reducing the number of transactions and credit exposure by determining net settlement amounts instead of gross settlements.

10

Publications

532

Citations

20

Authors

14

Institutions

Publications per year

2017–2026

1

Parents

Publications

10

Systemic risk in the netting system

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

, , +13

The European Union as hardening agent: soft law and the diffusion of global financial regulation

Abraham L. Newman, David Bach · Journal of European Public Policy · 2014 · 87 citations

, , +16

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

ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS

Damiano Brigo, Andrea Pallavicini, Vasileios Papatheodorou · International Journal of Theoretical and Applied Finance · 2011 · 52 citations

, , +16

Close-out netting provisions in private international law and international insolvency law (Part I)

Ole Böger · Uniform Law Review · 2013 · 36 citations

, , +11

1–5 of 10

Authors

20

  1. AP
    Andrea Pallavicini

    Imperial College London, United Kingdom

    3 publications · 157 citations

    3

    h-index

  2. DB
    Damiano Brigo

    Imperial College London, United Kingdom

    3 publications · 157 citations

    3

    h-index

  3. VP
    Vasileios Papatheodorou

    Barclays (United Kingdom), United Kingdom

    2 publications · 73 citations

    2

    h-index

  4. AC
    Agostino Capponi

    Columbia University, United States

    1 publications · 21 citations

    1

    h-index

  5. GM
    Giuseppe Maresca

    Bank of Italy, Italy

    1 publications · 173 citations

    1

    h-index

1–5 of 20

Institutions

14

  1. Barclays (United Kingdom)

    London, United Kingdom

    2 h-index

    2 publications

    73 citations

  2. Imperial College London

    London, United Kingdom

    2 h-index

    4 publications

    210 citations

  3. Edith Cowan University

    Perth, Australia

    1 h-index

    1 publications

    10 citations

  4. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    1 h-index

    1 publications

    27 citations

  5. Purdue University West Lafayette

    West Lafayette, United States

    1 h-index

    1 publications

    21 citations

  6. King's College London

    London, United Kingdom

    1 h-index

    1 publications

    52 citations

  7. Intesa Sanpaolo (Italy)

    Turin, Italy

    1 h-index

    1 publications

    84 citations

  8. Leonardo (Italy)

    Rome, Italy

    1 h-index

    1 publications

    52 citations

1–8 of 14

Venues

  1. International Journal of Theoretical and Applied Finance

    IJTAF · 2 publications · 73 citations

    2

    h-index

  2. Fisheries Research

    2 publications · 25 citations

    2

    h-index

  3. SSRN Electronic Journal

    Repository · 2 publications · 111 citations

    2

    h-index

  4. Journal of European Public Policy

    JEPP · 1 publications · 87 citations

    1

    h-index

  5. Uniform Law Review

    1 publications · 36 citations

    1

    h-index

1–5