Procyclicality control in risk-based margin models
Year of publication: |
2021
|
---|---|
Authors: | Wong, Lauren W. ; Zhang, Yang |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 23.2021, 5, p. 79-102
|
Subject: | margin models | procyclicality control | mitigation | central counterpart initial margins | risk management | tail risk | Risikomanagement | Risk management |
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