most citedCentral Clearing of OTC Derivatives: bilateral vs multilateral netting

77 citations · 77 across the 1 of their papers we have counts for

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1 paper

q-fin.RM2013★ 77 cited

Central Clearing of OTC Derivatives: bilateral vs multilateral netting

Rama Cont, Thomas Kokholm

We study the impact of central clearing of over-the-counter (OTC) transactions on counterparty exposures in a market with OTC transactions across several asset classes with heterog…