发布求助
文献互助 智能选刊 最新文献

Journal of Financial Market Infrastructures最新文献

筛选
英文 中文
Construction of hypothetical scenarios for central counterparty stress tests using vine copulas 利用vine copula构建中央交易对手压力测试的假设情景
IF 0.2
Journal of Financial Market Infrastructures Pub Date : 2023-01-01 DOI: 10.21314/jfmi.2023.002
Aniket Bhanu, V. Virmani
{"title":"Construction of hypothetical scenarios for central counterparty stress tests using vine copulas","authors":"Aniket Bhanu, V. Virmani","doi":"10.21314/jfmi.2023.002","DOIUrl":"https://doi.org/10.21314/jfmi.2023.002","url":null,"abstract":"","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.2,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82660439","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The customer settlement risk externality at US securities central counterparties 美国证券中央交易对手的客户结算风险外部性
IF 0.2
Journal of Financial Market Infrastructures Pub Date : 2022-01-01 DOI: 10.21314/jfmi.2022.001
Sam Schulhofer-Wohl
{"title":"The customer settlement risk externality at US securities central counterparties","authors":"Sam Schulhofer-Wohl","doi":"10.21314/jfmi.2022.001","DOIUrl":"https://doi.org/10.21314/jfmi.2022.001","url":null,"abstract":"","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82797930","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Procyclicality of central counterparty margin models: systemic problems need systemic approaches 中央交易对手保证金模型的顺周期性:系统性问题需要系统性方法
IF 0.2
Journal of Financial Market Infrastructures Pub Date : 2022-01-01 DOI: 10.21314/jfmi.2022.002
Pedro Gurrola-Perez
{"title":"Procyclicality of central counterparty margin models: systemic problems need systemic approaches","authors":"Pedro Gurrola-Perez","doi":"10.21314/jfmi.2022.002","DOIUrl":"https://doi.org/10.21314/jfmi.2022.002","url":null,"abstract":"","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77540081","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Payment coordination and liquidity efficiency in wholesale payments systems 批发支付系统中的支付协调和流动性效率
IF 0.2
Journal of Financial Market Infrastructures Pub Date : 2022-01-01 DOI: 10.21314/jfmi.2022.007
Francisco Rivadeneyra, Nellie Zhang
{"title":"Payment coordination and liquidity efficiency in wholesale payments systems","authors":"Francisco Rivadeneyra, Nellie Zhang","doi":"10.21314/jfmi.2022.007","DOIUrl":"https://doi.org/10.21314/jfmi.2022.007","url":null,"abstract":"","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85846792","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Industry adoption scenarios for authoritative data stores using the International Swaps and Derivatives Association Common Domain Model 使用国际互换和衍生工具协会公共领域模型的权威数据存储的行业采用场景
IF 0.2
Journal of Financial Market Infrastructures Pub Date : 2022-01-01 DOI: 10.21314/jfmi.2021.015
Aishwarya Nair, L. Braine
{"title":"Industry adoption scenarios for authoritative data stores using the International Swaps and Derivatives Association Common Domain Model","authors":"Aishwarya Nair, L. Braine","doi":"10.21314/jfmi.2021.015","DOIUrl":"https://doi.org/10.21314/jfmi.2021.015","url":null,"abstract":"In this paper we explore opportunities for the post-trade industry to standardize and simplify in order to significantly increase efficiency and reduce costs. We start by summarizing relevant industry problems (inconsistent processes, inconsistent data and duplicated data) and then present the corresponding potential industry solutions (process standardization, data standardization and authoritative data stores). This includes transitioning to the International Swaps and Derivatives Association Common Domain Model (CDM) as a standard set of digital representations for the business events and processes throughout the life cycle of a trade. We then explore how financial market infrastructures could operate authoritative data stores that make CDM business events available to broker-dealers, considering both traditional centralized models and potential decentralized models. For both types of model, there are many possible adoption scenarios (depending on each broker-dealer’s degree of integration with the authoritative data store and usage of the CDM), and we identify some of the key scenarios.","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704969","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Falling use of cash and population age structure 现金使用率下降和人口年龄结构
IF 0.2
Journal of Financial Market Infrastructures Pub Date : 2022-01-01 DOI: 10.21314/jfmi.2022.005
Tanai Khiaonarong, David Humphrey
{"title":"Falling use of cash and population age structure","authors":"Tanai Khiaonarong, David Humphrey","doi":"10.21314/jfmi.2022.005","DOIUrl":"https://doi.org/10.21314/jfmi.2022.005","url":null,"abstract":"","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79404886","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mitigating margin procyclicality: the effectiveness of anti-procyclicality measures during the Covid-19 stress event 缓解边际顺周期性:在Covid-19压力事件期间反顺周期性措施的有效性
IF 0.2
Journal of Financial Market Infrastructures Pub Date : 2022-01-01 DOI: 10.21314/jfmi.2022.009
Argyris Kahros, Marco Weissler
{"title":"Mitigating margin procyclicality: the effectiveness of anti-procyclicality measures during the Covid-19 stress event","authors":"Argyris Kahros, Marco Weissler","doi":"10.21314/jfmi.2022.009","DOIUrl":"https://doi.org/10.21314/jfmi.2022.009","url":null,"abstract":"","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85813767","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
“Closing the gaps: moving forward on tail risks in central clearing”: a central bank of issue perspective “缩小缺口:中央结算尾部风险的推进”:央行发行视角
IF 0.2
Journal of Financial Market Infrastructures Pub Date : 2022-01-01 DOI: 10.21314/jfmi.2022.006
Klaus Löber, C. Freund
{"title":"“Closing the gaps: moving forward on tail risks in central clearing”: a central bank of issue perspective","authors":"Klaus Löber, C. Freund","doi":"10.21314/jfmi.2022.006","DOIUrl":"https://doi.org/10.21314/jfmi.2022.006","url":null,"abstract":"","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79509184","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Quantifying the economic benefits of payments modernization: the case of Canada’s large-value payment system 量化支付现代化的经济效益:以加拿大的大额支付系统为例
IF 0.2
Journal of Financial Market Infrastructures Pub Date : 2022-01-01 DOI: 10.21314/jfmi.2022.008
Neville Arjani, Fuchun Li, Zhentong Lu
{"title":"Quantifying the economic benefits of payments modernization: the case of Canada’s large-value payment system","authors":"Neville Arjani, Fuchun Li, Zhentong Lu","doi":"10.21314/jfmi.2022.008","DOIUrl":"https://doi.org/10.21314/jfmi.2022.008","url":null,"abstract":"","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77877453","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A cost–benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models 反顺周期性的成本效益分析:中央交易对手初始保证金模型中顺周期性降低的分析方法
IF 0.2
Journal of Financial Market Infrastructures Pub Date : 2022-01-01 DOI: 10.21314/jfmi.2021.013
David Murphy, Nicholas Vause
{"title":"A cost–benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models","authors":"David Murphy, Nicholas Vause","doi":"10.21314/jfmi.2021.013","DOIUrl":"https://doi.org/10.21314/jfmi.2021.013","url":null,"abstract":"","PeriodicalId":41226,"journal":{"name":"Journal of Financial Market Infrastructures","volume":null,"pages":null},"PeriodicalIF":0.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67704907","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信