The International Commodities Clearing House Ltd

B-Tier
Journal: Review of Finance
Year: 2020
Volume: 24
Issue: 1
Pages: 99-128

Authors (2)

Vincent Bignon (Centre for Economic Policy Res...) Guillaume Vuillemey (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

How can we design safe financial institutions, and how should we efficiently resolve them? We study these questions by empirically analyzing the failure of a derivatives central clearing counterparty (CCP) in Paris in 1974. First, we identify the risk management failures that caused the default and draw implications for CCP design. Second, we show evidence of new agency problems arising when supervisors have discretionary powers over debt restructuring for a failed entity. These conflicts, between managers and the supervisor (misreporting), as well as between managers and creditors (risk-shifting), are difficult to mitigate with regulation or covenants. Their existence has implications for the design of recovery and resolution rules for financial institutions.

Technical Details

RePEc Handle
repec:oup:revfin:v:24:y:2020:i:1:p:99-128.
Journal Field
Finance
Author Count
2
Added to Database
2026-01-24