Publications Listing
Market Risk in UST Securities and Futures: How Much Did Volatility Increase in March of 2020 Through the Lens of Filtered Historical Simulation Value-at-Risk Models?
Ketan B. Patel | 2022 | Policy Discussion Paper | Vol. PDP | No. 2022-01 | May
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Externalities in Securities Clearing and Settlement: Should Securities CCPs Clear Trades for Everyone?
Sam Schulhofer-Wohl | 2021 | Policy Discussion Paper | Vol. PDP | No. 2021-02 | March | 19
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“YOLOing the Market”: Market Manipulation? Implications for Markets and Financial Stability
Maggie Sklar | 2021 | Policy Discussion Paper | Vol. PDP | No. 2021-01 | March | 19
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Blockchain and Financial Market Innovation
Rebecca Lewis, John W. McPartland, Rajeev Ranjan | 2017 | Policy Discussion Paper | Vol. PDP | No. 2017-03 | June
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Non-Default Loss Allocation at CCPs
Rebecca Lewis, John W. McPartland | 2017 | Policy Discussion Paper | Vol. PDP | No. 2017-02 | April
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A CCP Is a CCP Is a CCP
Robert Cox, Robert Steigerwald | 2017 | Policy Discussion Paper | Vol. PDP | No. 2017-01 | April
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Resolving Central Counterparties after Dodd-Frank: Are They Eligible for "Orderly Liquidation"?
Robert Steigerwald, David W. DeCarlo | 2016 | Policy Discussion Paper | Vol. PDP | No. 2016-01 | September
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Recommendations for Equitable Allocation of Trades in High Frequency Trading Environments (REVISED July 2014)
John W. McPartland | 2013 | Policy Discussion Paper | Vol. PDP | No. 2013-01 | May
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How Do Broker-Dealers/Futures Commission Merchants Control the Risks of High Speed Trading?
Carol Clark, Rajeev Ranjan | 2012 | Policy Discussion Paper | Vol. PDP | No. 2012-3 | June
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How Do Clearing Organizations Control the Risks of High Speed Trading?
Carol Clark, John W. McPartland | 2012 | Policy Discussion Paper | Vol. PDP | No. 2012-2 | June
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