A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements
Anfuso, Fabrizio, Aziz, Daniel, Giltinan, Paul, Loukopoulos, KlearchosYear:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2716279
File:
PDF, 321 KB
english, 2016