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Themes

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Central counterparties

Discussion paper

DP13604 Stress Testing Networks: The Case of Central Counterparties

Richard Berner
Stephen Cecchetti
Kermit L. Schoenholtz

20 Mar 2019

Financial Economics
International Macroeconomics and Finance
G18
G23
G28
G32

VoxEU Column

An investigation into the procyclicality of risk-based initial margin models

Michalis Vasios
Nick Vause
Daniel Murphy

6 Jun 2014

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