• Medientyp: E-Book
  • Titel: The value of central clearing
  • Beteiligte: Vuillemey, Guillaume [Verfasser:in]
  • Erschienen: Jouy-en-Josas: HEC Paris, [2018]
  • Erschienen in: Ecole des hautes études commerciales: HEC Paris research paper series ; 1307
  • Umfang: 1 Online-Ressource (circa 88 Seiten); Illustrationen
  • Sprache: Englisch
  • DOI: 10.2139/ssrn.3247551
  • Identifikator:
  • Schlagwörter: Terminmarkt ; Wertpapierhandel ; Risiko ; Clearing ; Westeuropa
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: I study a contracting innovation that suddenly insulated traders of hedging contracts against counterparty risk: central clearing counterparties (CCPs) for derivatives. The first CCP was created in Le Havre (France) in 1882, in the coffee futures market. Using triple difference-in-differences estimation, I show that central clearing changed the geography of trade flows Europe-wide, to the benefit of Le Havre. Inspecting the mechanism using trader-level data, I find that the CCP solved both a "missing market" problem and adverse selection issues. Central clearing also facilitated entry of new traders in the market. The successful contracting innovation quickly spread to other exchanges
  • Zugangsstatus: Freier Zugang