The Impact of Initial Margin-Reference-Cited by-同舟云学术

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The Impact of Initial Margin

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Gregory Jon

Publisher

Elsevier BV

Reference22 articles.

1. The Cost of Clearing

2. The FVA Puzzle: Accounting, Risk Management and Collateral Trading

3. Funding Value Adjustments

4. Basel III: A global regulatory framework for more resilient banks and banking systems;Basel Committee on Banking Supervision (BCBS),2011

5. The standardised approach for measuring counterparty credit risk exposures;Basel Committee on Banking Supervision (BCBS),2014

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Utilization Schemes of the Pre-Settlement Risk Limits;Finanse i Prawo Finansowe;2024-06-11

2. XVA modelling: validation, performance and model risk management;Annals of Operations Research;2023-06-14

3. References;The xVA Challenge;2020-05-04

4. A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets;Journal of Economic Interaction and Coordination;2019-08-26

5. An Enhanced Initial Margin Methodology to Manage Warehoused Credit Risk;SSRN Electronic Journal;2018

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