Clearinghouse margin requirements
Year of publication: |
November-December
|
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Authors: | Capponi, Agostino ; Cheng, W. Allen |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 66.2018, 6, p. 1542-1558
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Subject: | margin requirements | clearinghouse | adverse selection | credit risk | Theorie | Theory | Adverse Selektion | Adverse selection | Kreditrisiko | Credit risk | Finanzmarktregulierung | Financial market regulation | Derivat | Derivative |
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