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The end of the waterfall: default resources of central counterparties

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https://hal.archives-ouvertes.fr/hal-01266207
Contributor : Serena Benassù <>
Submitted on : Tuesday, February 2, 2016 - 11:44:37 AM
Last modification on : Friday, March 27, 2020 - 4:01:12 AM

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  • HAL Id : hal-01266207, version 1

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R. Cont. The end of the waterfall: default resources of central counterparties. Journal of risk management in financial institutions, 2015, 8 (4), pp.365-389. ⟨hal-01266207⟩

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