OTC Under Central Clearing: Risk Measures For Liquidity Constraints
Of course, it is not just the risk margin that can vary. The total liquidity need is to support changes in both variation and risk margin, and so the relationship between the two is another crucial aspect to analyze. Continuing the example from above, we plot the weekly changes in variation and risk...
Gespeichert in:
| Veröffentlicht in: | Derivatives Week 2012-07 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | |
|---|---|
| container_issue | |
| container_start_page | |
| container_title | Derivatives Week |
| container_volume | |
| creator | Finger, Christopher |
| description | Of course, it is not just the risk margin that can vary. The total liquidity need is to support changes in both variation and risk margin, and so the relationship between the two is another crucial aspect to analyze. Continuing the example from above, we plot the weekly changes in variation and risk margin in Figure 2. |
| format | Article |
| fullrecord | <record><control><sourceid>proquest</sourceid><recordid>TN_cdi_proquest_reports_1033594721</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>2729230811</sourcerecordid><originalsourceid>FETCH-LOGICAL-p541-e5b4c083b7a618b8b45242041aafaf8d966f7b4b89d814f2a18e31e73e25525a3</originalsourceid><addsrcrecordid>eNp9zM1KxDAUQOEsFGYc5x2C-0JufprUnQRHhcqA1PWQ2BuJlrSTpAvfXkHXrs7m41yQLTCtGi6Bb8hVKR-MgZAt3xJ7HCx9TSNmajHV7CZqJ3Q5pvdb-hLLJ31GV9aMhR7mTPt4XuMY6xe1cyo_PKZarsllcFPB_V93ZDjcD_ax6Y8PT_aubxYloUHl5RszwmvXgvHGS8UlZxKcCy6YsWvboL30phsNyMAdGBSAWiBXiisnduTmd7vk-bxiqaeMy5xrOQETQnVSc_gfAWgDWotvd6pO7w</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>1031178177</pqid></control><display><type>article</type><title>OTC Under Central Clearing: Risk Measures For Liquidity Constraints</title><source>Business Source Complete</source><creator>Finger, Christopher</creator><creatorcontrib>Finger, Christopher</creatorcontrib><description>Of course, it is not just the risk margin that can vary. The total liquidity need is to support changes in both variation and risk margin, and so the relationship between the two is another crucial aspect to analyze. Continuing the example from above, we plot the weekly changes in variation and risk margin in Figure 2.</description><identifier>ISSN: 1075-2412</identifier><language>eng</language><publisher>New York: Euromoney Institutional Investor PLC</publisher><subject>Default ; Defense ; Derivatives ; Interest rate swaps ; Liquidity ; Margin requirements ; Standard deviation ; Volatility</subject><ispartof>Derivatives Week, 2012-07</ispartof><rights>(c) Euromoney Institutional Investor PLC Jul 2012</rights><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>313,781,785,792</link.rule.ids></links><search><creatorcontrib>Finger, Christopher</creatorcontrib><title>OTC Under Central Clearing: Risk Measures For Liquidity Constraints</title><title>Derivatives Week</title><description>Of course, it is not just the risk margin that can vary. The total liquidity need is to support changes in both variation and risk margin, and so the relationship between the two is another crucial aspect to analyze. Continuing the example from above, we plot the weekly changes in variation and risk margin in Figure 2.</description><subject>Default</subject><subject>Defense</subject><subject>Derivatives</subject><subject>Interest rate swaps</subject><subject>Liquidity</subject><subject>Margin requirements</subject><subject>Standard deviation</subject><subject>Volatility</subject><issn>1075-2412</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2012</creationdate><recordtype>article</recordtype><sourceid>AFKRA</sourceid><sourceid>AZQEC</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><recordid>eNp9zM1KxDAUQOEsFGYc5x2C-0JufprUnQRHhcqA1PWQ2BuJlrSTpAvfXkHXrs7m41yQLTCtGi6Bb8hVKR-MgZAt3xJ7HCx9TSNmajHV7CZqJ3Q5pvdb-hLLJ31GV9aMhR7mTPt4XuMY6xe1cyo_PKZarsllcFPB_V93ZDjcD_ax6Y8PT_aubxYloUHl5RszwmvXgvHGS8UlZxKcCy6YsWvboL30phsNyMAdGBSAWiBXiisnduTmd7vk-bxiqaeMy5xrOQETQnVSc_gfAWgDWotvd6pO7w</recordid><startdate>20120709</startdate><enddate>20120709</enddate><creator>Finger, Christopher</creator><general>Euromoney Institutional Investor PLC</general><scope>7WY</scope><scope>7XB</scope><scope>8AO</scope><scope>AFKRA</scope><scope>ANIOZ</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BEZIV</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>K6~</scope><scope>L.-</scope><scope>M0F</scope><scope>M1F</scope><scope>PQBIZ</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>Q9U</scope></search><sort><creationdate>20120709</creationdate><title>OTC Under Central Clearing: Risk Measures For Liquidity Constraints</title><author>Finger, Christopher</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-p541-e5b4c083b7a618b8b45242041aafaf8d966f7b4b89d814f2a18e31e73e25525a3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2012</creationdate><topic>Default</topic><topic>Defense</topic><topic>Derivatives</topic><topic>Interest rate swaps</topic><topic>Liquidity</topic><topic>Margin requirements</topic><topic>Standard deviation</topic><topic>Volatility</topic><toplevel>online_resources</toplevel><creatorcontrib>Finger, Christopher</creatorcontrib><collection>Access via ABI/INFORM (ProQuest)</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ProQuest Pharma Collection</collection><collection>ProQuest Central UK/Ireland</collection><collection>Accounting, Tax & Banking Collection</collection><collection>ProQuest Central Essentials</collection><collection>ProQuest Central</collection><collection>Business Premium Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central Korea</collection><collection>ProQuest Business Collection</collection><collection>ABI/INFORM Professional Advanced</collection><collection>ABI/INFORM Trade & Industry</collection><collection>Banking Information Database</collection><collection>ProQuest One Business</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>ProQuest Central Basic</collection><jtitle>Derivatives Week</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Finger, Christopher</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>OTC Under Central Clearing: Risk Measures For Liquidity Constraints</atitle><jtitle>Derivatives Week</jtitle><date>2012-07-09</date><risdate>2012</risdate><issn>1075-2412</issn><abstract>Of course, it is not just the risk margin that can vary. The total liquidity need is to support changes in both variation and risk margin, and so the relationship between the two is another crucial aspect to analyze. Continuing the example from above, we plot the weekly changes in variation and risk margin in Figure 2.</abstract><cop>New York</cop><pub>Euromoney Institutional Investor PLC</pub></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 1075-2412 |
| ispartof | Derivatives Week, 2012-07 |
| issn | 1075-2412 |
| language | eng |
| recordid | cdi_proquest_reports_1033594721 |
| source | Business Source Complete |
| subjects | Default Defense Derivatives Interest rate swaps Liquidity Margin requirements Standard deviation Volatility |
| title | OTC Under Central Clearing: Risk Measures For Liquidity Constraints |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-18T07%3A09%3A30IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=OTC%20Under%20Central%20Clearing:%20Risk%20Measures%20For%20Liquidity%20Constraints&rft.jtitle=Derivatives%20Week&rft.au=Finger,%20Christopher&rft.date=2012-07-09&rft.issn=1075-2412&rft_id=info:doi/&rft_dat=%3Cproquest%3E2729230811%3C/proquest%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=1031178177&rft_id=info:pmid/&rfr_iscdi=true |