Procyclicality of CCP margin models: systemic problems need systemic approaches
P Gurrola-Perez - World Federation of Exchanges Research …, 2020 - papers.ssrn.com
Margin requirements protect a central counterparty (CCP) and its users against potential
losses generated by the default of any of its members. They have several components, one …
losses generated by the default of any of its members. They have several components, one …
Market liquidity, closeout procedures and initial margin for CCPs
FV Cerezetti, EN Karimalis, U Shreyas… - The European Journal …, 2019 - Taylor & Francis
Closeout procedures enable central counterparties (CCPs) to respond to events that
challenge the continuity of their normal operations, most frequently triggered by the default …
challenge the continuity of their normal operations, most frequently triggered by the default …
Five fundamental questions on central counterparties
R Berndsen - 2020 - papers.ssrn.com
Central counterparties (CCPs) are designed to reduce aggregate counterparty credit risk
and function as market infrastructures for capital markets in securities and derivatives …
and function as market infrastructures for capital markets in securities and derivatives …
Systems and methods for determining an initial margin
A Maruyama, B Duinstra, CAM Schlegel… - US Patent …, 2021 - Google Patents
G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY
ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR …
ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR …
Systems and methods for determining an initial margin
A Maruyama, B Duinstra, CAM Schlegel… - US Patent …, 2021 - Google Patents
An exemplary system according to the present disclosure comprises a computing device that
in operation, causes the system to receive financial product or financial portfolio data, map …
in operation, causes the system to receive financial product or financial portfolio data, map …
Systems and methods for determining an initial margin
A Maruyama, B Duinstra, CAM Schlegel… - US Patent …, 2024 - Google Patents
An exemplary system according to the present disclosure comprises a computing device that
in operation, causes the system to receive financial product or financial portfolio data, map …
in operation, causes the system to receive financial product or financial portfolio data, map …
Systems and methods for determining an initial margin
A Maruyama, B Duinstra, CAM Schlegel… - US Patent …, 2024 - Google Patents
An exemplary system according to the present disclosure comprises a computing device that
in operation, causes the system to receive financial product or financial portfolio data, map …
in operation, causes the system to receive financial product or financial portfolio data, map …
Systems and methods for determining an initial margin
A Maruyama, B Duinstra, CAM Schlegel… - US Patent …, 2024 - Google Patents
An exemplary system according to the present disclosure comprises a computing device that
in operation, causes the system to receive financial product or financial portfolio data, map …
in operation, causes the system to receive financial product or financial portfolio data, map …
Systems and methods for determining an initial margin
A Maruyama, B Duinstra, CAM Schlegel… - US Patent …, 2022 - Google Patents
An exemplary system according to the present disclosure comprises a computing device that
in operation, causes the system to receive financial product or financial portfolio data, map …
in operation, causes the system to receive financial product or financial portfolio data, map …
Systems and methods for determining an initial margin
A Maruyama, B Duinstra, CAM Schlegel… - US Patent …, 2022 - Google Patents
An exemplary system according to the present disclosure comprises a computing device that
in operation, causes the system to receive financial product or financial portfolio data, map …
in operation, causes the system to receive financial product or financial portfolio data, map …