Journal Article
Cleared Margin Setting at Selected Central Counterparties
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;
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Bibliographic Information
Provider: Federal Reserve Bank of Chicago
Part of Series: Economic Perspectives
Publication Date: 2016
Issue: 4