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Keywords:Margins (Security trading) 

Working Paper
Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings

This paper develops a model that explains how the creation of a futures clearinghouse allows traders to reduce default and economize on margin. We contrast the collateral necessary between bilateral partners with that required when multilateral netting occurs. Optimal margin levels balance the deadweight costs of default against the opportunity costs of holding additional margin. Once created, it may be optimal for the clearinghouse to monitor the financial condition of its members. If undertake, monitoring will reduce the amount of margin required but need not affect the probability of ...
Working Paper Series , Paper WP-01-26

Working Paper
The performance of S&P500 futures product margins under the span margining system

Finance and Economics Discussion Series , Paper 93-27

Report
Margin requirements, volatility, and the transitory component of stock prices

Research Paper , Paper 8818

Journal Article
Statement to Congress, November 30, 1995 (Federal Reserve Board's views on securities margin requirements).

Federal Reserve Bulletin , Issue Jan

Report
Description of margin requirements

Research Paper , Paper 8823

Journal Article
Statement to Congress, February 7, 1991 (Title III of S.207, The Intermarket Coordination Act of 1991)

Federal Reserve Bulletin , Issue Apr , Pages 238-240

Working Paper
Evidence on the impact of futures margin specifications on the performance of futures and cash markets

Working Paper Series, Issues in Financial Regulation , Paper 90-20

Journal Article
How now, Dow Jones?

FRBSF Economic Letter

Journal Article
Margin account credit

Federal Reserve Bulletin , Issue Jun , Pages 470-481

Report
Margin requirements, speculative trading and stock price fluctuations: the case of Japan

Research Paper , Paper 9006

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