Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Ron Berndsen"'
Autor:
Ron Berndsen
Publikováno v:
Journal of Futures Markets, 41(12), 2009-2022. Wiley-Liss Inc.
Central counterparties (CCPs) function as financial infrastructures for capital markets in derivatives. They are designed to reduce aggregate counterparty credit risk. Although CCPs have existed for well over a century, they have only gained prominen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e06bb55d599dcfc2ab81b43896d84b4e
https://research.tilburguniversity.edu/en/publications/c16d49a8-0524-40cb-80d8-fca24a39dd2b
https://research.tilburguniversity.edu/en/publications/c16d49a8-0524-40cb-80d8-fca24a39dd2b
Autor:
Dennis McLaughlin, Ron Berndsen
Publikováno v:
SSRN Electronic Journal.
Central counterparties (CCPs) are designed to be robust enough to withstand generally at least the simultaneous default of their largest two clearing members in extreme but plausible market conditions. This is called a 'cover 2' CCP. However, the ext
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::708cca5fd7a6baf851ee2ebdcb09313a
https://doi.org/10.2139/ssrn.3759694
https://doi.org/10.2139/ssrn.3759694
Publikováno v:
Computational Economics, 57(1), 89-112. Springer Netherlands
Computational Economics, 57(1), 89-112. Springer
Computational Economics, 57(1), 89-112. Springer
Monitoring liquidity management of banks is one of the prime tasks of central banks. A bank that manages its liquidity inadequately can severely harm its liquidity position and potentially threaten the stability of the entire financial system. Centra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fb1027be80656a6fb70be17057c457b0
https://pure.eur.nl/en/publications/9490fecf-0a96-4a08-bf69-a94e7f357798
https://pure.eur.nl/en/publications/9490fecf-0a96-4a08-bf69-a94e7f357798
Autor:
Ron Berndsen
Publikováno v:
Tilburg University-PURE
Central counterparties (CCPs) are designed to reduce aggregate counterparty credit risk and function as market infrastructures for capital markets in securities and derivatives. Although CCPs, also known as clearing houses, exist for well over a cent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2ed3faf46986113b3547873124f05b67
https://research.tilburguniversity.edu/en/publications/1f3bd844-92ab-4104-8f57-9e18c384bd2b
https://research.tilburguniversity.edu/en/publications/1f3bd844-92ab-4104-8f57-9e18c384bd2b
Autor:
Richard Heuver, Ron Berndsen
Publikováno v:
SSRN Electronic Journal.
The Liquidity Coverage Ratio (LCR) requirement of the Basel III framework is aimed at making banks more resilient against liquidity shocks and indicates the extent to which a bank is able to meet its payment obligations over a 30-day stress period. N
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::919b66974c7980fcdcc090b7fd0b5843
https://doi.org/10.2139/ssrn.3576624
https://doi.org/10.2139/ssrn.3576624
Autor:
Ron Berndsen
Publikováno v:
SSRN Electronic Journal.
Central counterparties (CCPs) are designed to reduce aggregate counterparty credit risk and function as market infrastructures for capital markets in securities and derivatives. Although CCPs, also known as clearing houses, exist for well over a cent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6cc544d4a17e13883ba562216d125f3b
https://doi.org/10.2139/ssrn.3709691
https://doi.org/10.2139/ssrn.3709691
Autor:
Ruth Wandhöfer, Ron Berndsen
Publikováno v:
The Journal of Financial Market Infrastructures, 7(4), 71-104. Incisive Media Ltd.
In this paper, we aim to provide an interpretation of the legal issue of settlement finality in the context of proof-of-work distributed ledger technology, such as the Bitcoin network. Bitcoin intends to achieve certainty of settlement of its cryptoc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6684584ce26d07f500e8b8968d6c7016
https://research.tilburguniversity.edu/en/publications/58143bac-5221-42cf-9b2f-2a823b27faa4
https://research.tilburguniversity.edu/en/publications/58143bac-5221-42cf-9b2f-2a823b27faa4
Autor:
Ron Berndsen, Ronald Heijmans
Publikováno v:
SSRN Electronic Journal.
This paper identifies quantitative risks in financial market infrastructures (FMIs), which are inspired by the Principles for Financial Market Infrastructures. We convert transaction level data into indicators that provide information on operational
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::680799fd80098b24cd0457a04ecba669
https://doi.org/10.2139/ssrn.2985412
https://doi.org/10.2139/ssrn.2985412
Autor:
Ron Berndsen
Publikováno v:
The Journal of Financial Market Infrastructures, 2(2), 77-108. Incisive Media Ltd.
The aim of this paper is to provide one uniform representation of functional concepts for the whole field of financial infrastructures. This encompasses the part of the infrastructure with inherent systemic risk such as financial market infrastructur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::82eda239e3341b6931acf6d72445f7d3
https://doi.org/10.21314/jfmi.2013.022
https://doi.org/10.21314/jfmi.2013.022
An interacting network coupling financial institutions’ multiplex (i.e. multi-layer) and financial market infrastructures’ single-layer networks gives an accurate picture of a financial system’s true connective architecture. We examine and comp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6aa7cf68bac751d3c07f997e9f1c3f4a
https://doi.org/10.32468/be.848
https://doi.org/10.32468/be.848