RBA research finds CCP rules are effective in containing severe shocks
International standards for CCPs are effective, paper finds
A research discussion paper published today by the Reserve Bank of Australia (RBA) finds international standards for central counterparties (CCPs) are effective in maintaining systemic stability in the face of severe shocks.
In Central counterparty loss allocation and transmission of financial stress, authors Alexandra Heath, Gerard Kelly and Mark Manning assess liquidity and solvency risk under various configurations of CCP operations. In contrast to other studies, it uses actual data on the
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