Auflistung nach Schlagwort "central clearing"

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    • Markit 

      Unbekannter Autor
      Markit Ltd. was a British financial information and services company with over 4,000 employees, founded in 2003 as an independent source of credit derivative pricing. The company provides independent data, trade processing ...

    • The Pitfalls of Central Clearing in the Presence of Systematic Risk 

      Kubitza, Christian; Pelizzon, Loriana; Getmansky Sherman, Mila (2018-11-08)
      Asset transaction prices sampled at high frequency are much staler than one might expect in the sense that they frequently lack new updates showing zero returns. In this paper, we propose a theoretical framework for ...