Link to the ebook : https://onlinelibrary-wiley-com.ezproxy.univ-catholille.fr/d...

eISBN : 9781118891568

Contents : Acknowledgements
Part I: Background

1 Introduction
2 Exchanges, OTC Derivatives, DPCs and SPVs
3 Basic Principles of Central Clearing
4 The Global Financial Crisis and the Clearing of OTC Derivatives

Part II: Counterpa rty Risk, Netting and Margin

5 Netting
6 Margining
7 Counterparty Risk in OTC Derivatives

Part III: Structure and Mechanics of Clearing

8 The Basics of CCP Operation
9 Margin and Default Fund Methodologies
10 The Loss Waterfall and Loss Allocation Methods
11 Client Clearing, Segregation and Portability

Part IV: Analysis of the Impa ct and Risks ofCe ntral Clearing

12 Analysis of the Impact of Clearing and Margining
13 The Cost and Impact of Clearing and Margining
14 Risks Caused by CCPs
15 The Future Impact on Financial Markets
Glossary
References
Index

Series : FINANCE SERIES

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque