the Depository Trust & Clearing Corporation / Lehman Brothers / CDS / AIG / ESRB Expert Group / /
Country
Luxembourg / Greece / Czech Republic / /
Currency
USD / / /
Facility
DTCC’s Trade Information Warehouse / centre of Babus / DTCC’s Warehouse / /
IndustryTerm
bank-dealers / i.e. networks / earliest applications / insurance policies / power-law / financial systems / net buyer / bank / investment bank / equilibrium networks / scalefree networks / net bilateral seller / regular insurance market allowing / exposures describing networks / non-bank firms / off-balance sheet bank data / bank capital / shadow banking system / non-bank / large and complex network / /
MusicGroup
the Commission / /
Organization
International Swap and Derivatives Association / Banque de France / International Swaps and Derivatives Association / Selection Committee / European Securities and Market Authority / DTCC’s TIW / European Securities and Markets Authority / European Central Bank / European Supervisory Authority / European Union / European Parliament / European Insurance and Occupational Pensions Authority / FDIC / Bank of England / Occupational Pensions Authority / European Banking Authority / Scientific Committee of ESMA / Financial Stability Directorate / Economics and Financial Stability Unit / /
Person
Laurent Clerc / Silvia Gabrieli / Steffen Kern / Yanis El Omari June / / /
ESMA Working Paper No. 1, 2014 Monitoring the European CDS Market through networks: Implications for contagion risks Laurent Clerc, Silvia Gabrieli, Steffen Kern, and Yanis El Omari