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2. Procyclical variation margins in central clearing. (2024). Suh, Sangwon ; Jin, Yangkyu.
   In: The North American Journal of Economics and Finance.
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3. Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana.
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4. Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision. (2023). Zadow, Frederick ; Jager, Maximilian.
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5. Derivatives Risks as Costs in a One-Period Network Model. (2022). Tadese, Mekonnen ; Drapeau, Samuel ; Crepey, Stephane ; Bastide, Dorinel.
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6. Derivatives Risks as Costs in a One-Period Network Model. (2022). Tadese, Mekonnen ; Drapeau, Samuel ; Crepey, Stephane ; Bastide, Dorinel.
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7. Risk-free interest rates. (2022). Grotteria, Marco ; Diamond, William F ; van Binsbergen, Jules H.
   In: Journal of Financial Economics.
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8. Central clearing and loss allocation rules. (2022). Cucic, Dominic.
   In: Journal of Financial Markets.
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9. Derivatives Risks as Costs in a One-Period Network Model. (2022). Bastide, Dorinel ; Tadese, Mekonnen ; Drapeau, Samuel ; Cr, St'Ephane.
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10. Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint. (2021). Prepuk, Andrea ; Muratov-Szabo, Kira ; Friesz, Melinda ; Varadi, Kata.
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11. Unintended Consequences of the Global Derivatives Market Reform. (2021). Ongena, Steven ; Merrouche, Ouarda ; Mariathasan, Mike ; Gandre, Pauline.
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12. Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms. (2021). Mathur, Aakriti ; Lewrick, Ulf ; Goel, Tirupam.
    In: Bank of England working papers.
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13. CCP Auction Design. (2021). Huang, Wenqian ; Zhu, Haoxiang.
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14. Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms. (2021). Mathur, Aakriti ; Goel, Tirupam ; Lewrick, Ulf.
    In: BIS Working Papers.
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15. Loss Sharing in Central Clearinghouses: Winners and Losers. (2021). Sherman, Mila Getmansky ; Pelizzon, Loriana ; Kubitza, Christian.
    In: ECONtribute Discussion Papers Series.
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16. Central Clearing and Systemic Liquidity Risk. (2020). Paulson, Anna ; Nesmith, Travis ; King, Thomas ; Prono, Todd.
    In: Finance and Economics Discussion Series.
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17. UNINTENDED CONSEQUENCES OF THE GLOBAL DERIVATIVES MARKET REFORM. (2020). Ongena, Steven ; Mariathasan, Mike ; Gandré, Pauline ; Merrouche, Ouarda ; Gandre, Pauline.
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18. Model risk at central counterparties: Is skin-in-the-game a game changer?. (2020). Takats, Elod ; Huang, Wenqian.
    In: BIS Working Papers.
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19. Cross-border links between banks and non-bank financial institutions. (2020). Aldasoro, Iñaki ; Kemp, Esti ; Huang, Wenqian.
    In: BIS Quarterly Review.
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20. Stress Testing Networks: The Case of Central Counterparties. (2019). Schoenholtz, Kermit ; Cecchetti, Stephen ; Berner, Richard B.
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21. Central Clearing and Systemic Liquidity Risk. (2019). Nesmith, Travis D ; Prono, Todd ; Paulson, Anna L ; Kingsley, Thomas G.
    In: Working Paper Series.
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22. Transparency and Collateral: The Design of CCPs Loss Allocation Rules. (2019). Carli, Francesco ; Antinolfi, Gaetano ; Carapella, Francesca.
    In: Finance and Economics Discussion Series.
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23. Stress Testing Networks: The Case of Central Counterparties. (2019). Cecchetti, Stephen ; Schoenholtz, Kermit ; Berner, Richard.
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24. Central clearing counterparties: benefits, costs and risks. (2019). Valdeolivas, Eva ; Nuez, Soledad.
    In: Revista de Estabilidad Financiera.
    RePEc:bde:revist:y:2019:i:spring:n:4.

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25. Central clearing counterparties: benefits, costs and risks. (2019). Valdeolivas, Eva ; Nuez, Soledad.
    In: Financial Stability Review.
    RePEc:bde:revisl:y:2019:i:spring:n:4.

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26. Central clearing counterparties: benefits, costs and risks. (2019). Valdeolivas, Eva ; Nuez, Soledad.
    In: Financial Stability Review.
    RePEc:bde:revisl:y:2019:i:5:n:4.

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1. How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir.
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2. Regulation and the demand for credit default swaps in experimental bond markets. (2024). Duffy, John ; Schram, Arthur ; Weber, Matthias.
   In: European Economic Review.
   RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000746.

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3. Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo.
   In: Studies in Nonlinear Dynamics & Econometrics.
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4. Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement. (2024). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar.
   In: Papers.
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5. Determinants and hedging effectiveness of Chinas sovereign credit default swaps. (2023). Jiang, Yong ; Muvunza, Taurai.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2074-2087.

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6. Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin.
   In: ESRB Occasional Paper Series.
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7. Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta.
   In: Journal of Multinational Financial Management.
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8. Price convergence between credit default swap and put option: New evidence. (2023). Poon, Ser-Huang ; Lin, Ming-Tsung ; Kolokolova, Olga ; Chan, Ka Kei.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:72:y:2023:i:c:p:188-213.

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9. Bank private information in CDS markets. (2023). Pancaro, Cosimo ; Ongena, Steven ; Bilan, Andrada.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20232818.

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10. Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel.
    In: Working Papers.
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11. Default risk and earnings expectations: The role of contract maturity in the credit default swap market. (2023). Taylor, Gary K ; Hill, Mary S.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:63:y:2023:i:4:p:4275-4298.

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12. Managerial tone and investors hedging activities: Evidence from credit default swaps. (2023). Zhang, Ting ; Liu, Ling ; Hu, Nan ; Liang, Peng.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:63:y:2023:i:4:p:3971-3998.

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13. The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach. (2022). Schoenemann, Gregor Helmut.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:3:p:446-471.

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14. Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector. (2022). van Wijnbergen, Sweder ; Dimitrov, Daniel.
    In: Tinbergen Institute Discussion Papers.
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15. Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta.
    In: IREA Working Papers.
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16. Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks. (2022). Shin, Yongcheol ; Greenwood-Nimmo, Matthew ; Ando, Tomohiro.
    In: Management Science.
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17. Credit Default Swaps. (2022). Bomfim, Antulio.
    In: Finance and Economics Discussion Series.
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18. Post-crisis regulations, market making, and liquidity in over-the-counter markets. (2022). Zhong, Zhaodong ; Wang, Xinjie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003058.

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19. Credit derivatives and loan yields. (2022). Tannous, George F ; Mamun, Abdullah ; Azam, Nimita.
    In: The Financial Review.
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20. Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model. (2021). Ravazzolo, Francesco ; Casarin, Roberto ; Bulfone, Giacomo.
    In: Working Paper series.
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21. Financial Innovation and Financial Intermediation: Evidence from Credit Default Swaps. (2021). Uzmanoglu, Cihan ; Gao, Xiang ; Butler, Alexander W.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:5:p:3150-3173.

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22. Evaluation of market risk associated with hedging a credit derivative portfolio. (2021). Novales, Alfonso ; Chamizo, Alvaro.
    In: The Quarterly Review of Economics and Finance.
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23. Credit default swaps and corporate bond trading. (2021). Czech, Robert.
    In: Journal of Financial Intermediation.
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24. Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?. (2021). Fenech, Jean-Pierre ; Contessi, Silvio ; Halili, Alba.
    In: Finance Research Letters.
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25. Counterparty choice in the UK credit default swap market: An empirical matching approach. (2021). Ferrara, Gerardo ; Liu, Zijun ; Koo, Bonsoo ; Kim, Jun Sung.
    In: Economic Modelling.
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26. Determinants of Russia’s Sovereign Risk. (2021). Grigoryeva, Evgenia.
    In: Russian Journal of Money and Finance.
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27. Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna.
    In: Economics and Politics.
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28. Credit Variance Risk Premiums. (2019). Morke, Mathis ; Ammann, Manuel.
    In: Working Papers on Finance.
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29. Credit Default Swap Regulation in Experimental Bond Markets. (2019). Weber, Matthias ; Schram, Arthur ; Duffy, John.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2019:05.

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30. Credit Default Swap Regulation in Experimental Bond Markets. (2019). Weber, Matthias ; Schram, Arthur ; Duffy, John.
    In: Tinbergen Institute Discussion Papers.
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31. Completing the Market: Generating Shadow CDS Spreads by Machine Learning. (2019). Li, Jian ; Meyer-Cirkel, Alexis ; Hu, Nan.
    In: IMF Working Papers.
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32. CDS Auctions: An Overview. (2019). Sultanum, Bruno ; Tobin, Elliot ; Paulos, Erica.
    In: Economic Quarterly.
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33. Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean–variance insurer with ambiguity aversion. (2019). Zeng, Yan ; Shen, Yang ; Zhao, Hui ; Zhang, Wenjun.
    In: Insurance: Mathematics and Economics.
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34. Credit default swaps and corporate bond trading. (2019). Czech, Robert.
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35. Mind the data gap: commercial property prices for policy. (2019). Tissot, Bruno ; Szemere, Robert ; Konuku, Duygu ; Deryol, Ezgi.
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36. Clearing risks in OTC derivatives markets: the CCP-bank nexus. (2018). Faruqui, Umar ; Takats, Eld ; Huang, Wenqian.
    In: BIS Quarterly Review.
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37. Central banks and trade repositories derivatives data. (2018). Serena Garralda, Jose Maria ; Tissot, Bruno.
    In: IFC Reports.
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