Determination by the Settlement Systems of the Required Collateral Imposed to Participants
By: Laurentiu Paul Baranga and Iulian Zalinca
References
- Bank for international Settlements & OICV-IOSCO (2012). Principles for financial market infrastructures.
- CESR & European Central Bank. (2009). Recommendations for securities settlement systems and recommendations for central counterparties in the European Union.
- International Monetary Fund. Monetary and Capital Markets Department. (2019). How to Organize Central Securities Depositories in Developing Markets.
- European Central Bank. (2011). Settlement fails – Report on Securities Settlement Systems (SSS) measures to ensure timely settlement.
- The European Parliament and the Council. Regulation (EU) no. 909/2014 on improving securities settlement in the European Union and on central securities depositories and amending Directives 98/26/EC and 2014/65/EU and Regulation (EU) no 236/2012, as subsequently amended and supplemented.
- Depozitarul Central’s Code; https://www.roclear.ro/Download?ID=5094&Lang=en-US.
- Laurențiu Paul Barangă and Iulian Panait (2018). Estimating the credit risk score for nonbank stock exchange intermediaries in the eventuality of changeover to euro currency. Financial Studies; vol. 22, issue 4, 25-40.
- Laurențiu Paul Barangă; Local central contraparty; RSF; Volum 4; Issue 6; 2019.
- Laurențiu Paul Barangă, Roxana Mihai and Laura Elly Naghi (2019). Determination of the collateral requirements to be deposited by financial entities to the Central counterparty; 6th SWS International Scientific Conference on Social Sciences, Conference Proceeding, volume 6, Issue 1.
- https://www.investopedia.com/terms/e/exposure_at_default.asp.
DOI: https://doi.org/10.2478/picbe-2020-0088 | Journal eISSN: 2558-9652
Language: English
Page range: 925 - 939
Published on: Jul 27, 2020
Published by: Bucharest University of Economic Studies
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Related subjects:
© 2020 Laurentiu Paul Baranga, Iulian Zalinca, published by Bucharest University of Economic Studies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.