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Securities / Credit default swap / United States housing bubble / Financial services / Depository Trust & Clearing Corporation / Clearing / Derivative / Netting / Interest rate swap / Financial economics / Finance / Financial system


Central Clearing and Collateral Demand ∗ Darrell Duffie †, Martin Scheicher ‡, Guillaume Vuillemey §. Abstract We use an extensive data set of bilateral credit default swap (CDS) positions
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Document Date: 2014-05-09 10:00:06

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City

Banque de France / Paris / /

Company

the Depository Trust & Clearing Corporation / Bloomberg / Warehouse Trust Company / ESRB Expert Group / OTC markets / /

Country

Switzerland / Norway / Russia / United States / Canada / /

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USD / /

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Facility

Stanford University / Trade Information Warehouse / /

IndustryTerm

actual network / overall network / financial networks / insurance / power law / bank level / non-bank market participants / idiosyncratic bank failure / /

MarketIndex

CDS / /

Organization

Banque de France / DTCC TIW / Graduate School / G20 / European Systemic Risk Board / US Financial Stability Oversight Council / Stanford University / European Central Bank / National Bureau of Economic Research / European Union / /

Person

Laurent Clerc / Darrell Duffie / Martin Scheicher / Guillaume Vuillemey / /

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Position

trader / dealer / /

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Latin America / /

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Stanford University / /

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