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ArticleOptimal margin requirement

Edina Berlinger2018

OA

Articlebronze2018

Optimal margin requirement

Edina Berlinger · Barbara Dömötör · Ferenc Illés

15 citations·0/0 files stored·Finance research letters

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Banking stability, regulation, efficiency Global Financial Crisis and Policies Stochastic processes and financial applications

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References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2008Market Liquidity and Funding Liquidity 2000A comparative analysis of current credit risk models 2001An Academic Response to Basel II 1986A theory of price limits in futures markets 2012The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market 1984Margins and market integrity: Margin setting for stock index futures and options 2017Decentralized Clearing in Financial Networks

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Details

Year2018

Typearticle

Published2018-11-17

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations15

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.frl.2018.11.010

openalex_workW2900601104

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