Replication Data: Collateral Competition – Evidence from Central Counterparties
Creators:
Aaron Pancost , Stathis Tompaidis , Magdalena Grothe
Publication Date:
16 June 2023
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Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "Collateral Competition: Evidence from Central Counterparties" (Grothe, Pancost & Tompaidis, 2023, Journal of Financial Economics). It includes trade-level data on centrally cleared derivatives used to examine how central counterparties (CCPs) compete for clearing business by adjusting collateral requirements, and the implications for financial stability and market efficiency.
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