Optimal clearing arrangements for financial trades

A-Tier
Journal: Journal of Financial Economics
Year: 2012
Volume: 103
Issue: 1
Pages: 189-203

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

Clearinghouses support financial trades by keeping records of transactions and by providing liquidity through short-term credit that participants clear periodically. We study efficient clearing arrangements for exchanges, where traders must clear with a clearinghouse, and for over-the-counter (OTC) markets, where traders can clear bilaterally. When clearing is costly, it can be efficient to subsidize OTC clearing by charging a higher clearing price for transactions conducted on exchanges. The clearinghouse then operates across both markets. Since clearinghouses offer credit, intertemporal incentives are needed to ensure settlement. When liquidity costs increase, concerns about default lead to a tightening of liquidity provision.

Technical Details

RePEc Handle
repec:eee:jfinec:v:103:y:2012:i:1:p:189-203
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25