Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10003697509
Persistent link: https://www.econbiz.de/10009667324
Persistent link: https://www.econbiz.de/10012650157
Persistent link: https://www.econbiz.de/10011747878
Persistent link: https://www.econbiz.de/10009729103
Persistent link: https://www.econbiz.de/10011691324
Persistent link: https://www.econbiz.de/10011738966
This paper presents a validation framework for collateral requirements or margins on a derivatives exchange. It can be used by investors, risk managers, and regulators to check the accuracy of a margining system. The statistical tests presented in this study are based either on the number,...
Persistent link: https://www.econbiz.de/10013091645