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Market liquidity, closeout procedures and initial margin for CCPs

Fernando Cerezetti, Anannit Sumawong, Ujwal Shreyas and Emmanouil Karimalis
Year of publication:
February 2017
Authors: Cerezetti, Fernando ; Sumawong, Anannit ; Shreyas, Ujwal ; Karimalis, Emmanouil
Publisher: London : Bank of England
Subject: CCPs | market liquidity | closeout procedures | initial margin
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