Cleared Margin Setting at Selected Central Counterparties

Robert Cox, Richard Heckinger and David A. Marshall

Economic Perspectives, 2016, issue 4

Abstract: Interviews with senior personnel at six of the world?s largest central counterparty clearing houses and research by financial markets staff shed light on regulations, principles, and best practices in margin setting for derivatives.

Keywords: Clearing members of central counterparties(CCPs); over-the-counter; Derivatives; Margin (search for similar items in EconPapers)
Date: 2016
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