Collateral competition: Evidence from central counterparties

A-Tier
Journal: Journal of Financial Economics
Year: 2023
Volume: 149
Issue: 3
Pages: 536-556

Authors (3)

Grothe, Magdalena (not in RePEc) Pancost, N. Aaron (not in RePEc) Tompaidis, Stathis (University of Texas-Austin)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We analyze competition and risk management at central counterparties (CCPs) using a granular transaction-level dataset, and find that CCPs decrease collateral in response to lower collateral at their competitors, an effect that becomes stronger as the correlation between positions increases. To interpret our findings, we derive a model in which collateral is driven by risk and CCP competition. Our results are consistent with the model and suggest that a single monopolistic CCP would require more collateral. We also show that amid the substantial increase in collateral during the Covid-19 pandemic, the probability of a margin breach did not significantly change.

Technical Details

RePEc Handle
repec:eee:jfinec:v:149:y:2023:i:3:p:536-556
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29