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Market liquidity, closeout procedures and initial margin for CCPs

Fernando V. Cerezetti, Emmanouil N. Karimalis, Ujwal Shreyas and Anannit Sumawong
Year of publication:
2019
Authors: Cerezetti, Fernando V. ; Karimalis, Emmanouil N. ; Shreyas, Ujwal ; Sumawong, Anannit
Subject: CCPs | closeout procedures | initial margin | market liquidity
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