Forecasting initial margin requirements : a model evaluation
Peter Caspers, Paul Giltinan, Roland Lichters, Nikolai Nowaczyk
| Year of publication: |
2017
|
|---|---|
| Authors: | Caspers, Peter ; Giltinan, Paul ; Lichters, Roland ; Nowaczyk, Nikolai |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 10.2016/2017, 4, p. 365-394
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| Subject: | Initial margin | BCBS-IOSCO | SIMM | MVA | XVA | CCP | Theorie | Theory | Derivat | Derivative | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011753960