Zobrazeno 1 - 10
of 75
pro vyhledávání: '"Clack, Christopher D."'
Autor:
Clack, Christopher D.
Smart Contracts use computer technology to automate the performance of aspects of commercial agreements. Yet how can there be confidence that the computer code is faithful to the intentions of the parties? To understand the depth and subtlety of this
Externí odkaz:
http://arxiv.org/abs/2104.03764
Autor:
Datoo, Akber, Clack, Christopher D.
Smart Close-out Netting aims to standardise and automate specific operational aspects of the legal and regulatory processes of close-out netting for prudentially regulated financial institutions. This article provides a review, analysis and perspecti
Externí odkaz:
http://arxiv.org/abs/2011.07379
We examine dynamic coupling and feedback effects between High Frequency Traders (HFTs) and how they can destabilize markets. We develop a general framework for modelling dynamic interaction based on recurrence relations, and use this to show how unex
Externí odkaz:
http://arxiv.org/abs/2005.13621
Trivariate Granger causality analysis seeks to distinguish between "true" causality and "spurious" causality results from the topology of the system. However, this analysis is sensitive both to the choice of test criteria and the presence of noise, a
Externí odkaz:
http://arxiv.org/abs/1904.07920
Smart Derivatives Contracts: the ISDA Master Agreement and the automation of payments and deliveries
High-value derivatives contracts require substantial legal protection and often utilise standardised legal documentation provided by the International Swaps and Derivatives Association (ISDA). Smart Derivatives Contracts aim to automate many aspects
Externí odkaz:
http://arxiv.org/abs/1904.01461
Distributed ledger and blockchain systems are expected to make financial systems easier to audit, reduce counter-party risk and transfer assets seamlessly. The key concept is a token controlled by a cryptographic private key for spending, and represe
Externí odkaz:
http://arxiv.org/abs/1902.02609
Autor:
Clack, Christopher D., Vanca, Gabriel
Implementing smart contracts to automate the performance of high-value over-the-counter (OTC) financial derivatives is a formidable challenge. Due to the regulatory framework and the scale of financial risk if a contract were to go wrong, the perform
Externí odkaz:
http://arxiv.org/abs/1805.11677
Autor:
Clack, Christopher D.
A new initiative from the International Swaps and Derivatives Association (ISDA) aims to establish a "Common Domain Model" (ISDA CDM): a new standard for data and process representation across the full range of derivatives instruments. Design of the
Externí odkaz:
http://arxiv.org/abs/1711.10964
Smart Contract Templates support legally-enforceable smart contracts, using operational parameters to connect legal agreements to standardised code. In this paper, we explore the design landscape of potential formats for storage and transmission of s
Externí odkaz:
http://arxiv.org/abs/1612.04496
In this position paper, we consider some foundational topics regarding smart contracts (such as terminology, automation, enforceability, and semantics) and define a smart contract as an automatable and enforceable agreement. We explore a simple seman
Externí odkaz:
http://arxiv.org/abs/1608.00771