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The Efficiency of Central Clearing: A Segmented Markets Approach
2 Nov 2016
RDP
2016-07
Research Discussion Paper – RDP 2016-07 The Efficiency of Central Clearing: A Segmented Markets Approach. James Hansen and Angus Moore. October 2016. 2.00. MB. central clearing, financial markets, payments. This paper examines the role of central
https://www.rba.gov.au/publications/rdp/2016/2016-07.html
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
Research Discussion Paper – RDP 2016-07 The Efficiency of Central Clearing: A Segmented Markets Approach. James Hansen. and Angus Moore. October 2016. 2.00. MB. We would like to thank Anthony Brassil, Pedro Gomis-Porqueras, Chris Edmond, Shuyun
https://www.rba.gov.au/publications/rdp/2016/2016-07/
Appendix B: Solving the Constrained-efficient Problem
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach Appendix B: Solving the Constrained-efficient Problem. James Hansen and Angus Moore. October 2016. Download the Paper 2.00. MB. As described in Section 3.6.2, the planner
https://www.rba.gov.au/publications/rdp/2016/2016-07/appendix-b.html
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
Research Discussion Paper – RDP 2016-07 The Efficiency of Central Clearing: A Segmented Markets Approach. James Hansen. and Angus Moore. October 2016. 2.00. MB. We would like to thank Anthony Brassil, Pedro Gomis-Porqueras, Chris Edmond, Shuyun
https://www.rba.gov.au/publications/rdp/2016/2016-07/sections.html
Appendix A: Trader Behaviour and Solution Method
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach Appendix A: Trader Behaviour and Solution Method. James Hansen and Angus Moore. October 2016. Download the Paper 2.00. MB. The Lagrangian for the long trader is:. where
https://www.rba.gov.au/publications/rdp/2016/2016-07/appendix-a.html
Conclusion and Discussion
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 5. Conclusion and Discussion. James Hansen and Angus Moore. October 2016. Download the Paper 2.00. MB. This paper provides a tractable framework for assessing the
https://www.rba.gov.au/publications/rdp/2016/2016-07/conclusion-and-discussion.html
References
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach References. James Hansen and Angus Moore. October 2016. Download the Paper 2.00. MB. Acharya V and A Bisin (2014), ‘Counterparty Risk Externality: Centralized Versus Over
https://www.rba.gov.au/publications/rdp/2016/2016-07/references.html
Background
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 2. Background. James Hansen and Angus Moore. October 2016. Download the Paper 2.00. MB. OTC derivatives are a type of financial contract that are traded bilaterally,
https://www.rba.gov.au/publications/rdp/2016/2016-07/background.html
Introduction
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 1. Introduction. James Hansen and Angus Moore. October 2016. Download the Paper 2.00. MB. Following the global financial crisis, the G20 agreed on a number of reforms to
https://www.rba.gov.au/publications/rdp/2016/2016-07/introduction.html
Results
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 4. Results. James Hansen and Angus Moore. October 2016. Download the Paper 2.00. MB. OTC derivatives are valuable because they enable traders to hedge their idiosyncratic
https://www.rba.gov.au/publications/rdp/2016/2016-07/results.html