Search Results - person:"Leung, Rico"

A theoretical framework to evaluate different margin‐setting methodologies

Lam, Kin; Chor‐Yiu Sin; Leung, Rico - In: Journal of Futures Markets 24 (2004) 2, pp. 117-145

The margin system is the first line of defense against the default risk of a clearinghouse. From the perspectives of a clearinghouse, the utmost concern is to have a prudential system to control the default exposure. Once the level of prudentiality is set, the next concern will be the...

Persistent link: https://www.econbiz.de/10011197846

A theoretical framework to evalute different margin-setting methodologies

Lam, Kin; Sin, Chor-yiu; Leung, Rico - In: The journal of futures markets 24 (2004) 2, pp. 117-145

Persistent link: https://www.econbiz.de/10001905021

A theoretical framework to evaluate different margin-setting methodologies

Lam, Kin; Sin, Chor-Yiu; Leung, Rico - In: The journal of futures markets 24 (2004) 2, pp. 117-146

Persistent link: https://www.econbiz.de/10006819045