Migration to new margin calculation method (JSCC-VaR) in listed financial derivatives : brief overview and impact analysis
Shingo Ichiki
| Year of publication: |
[2025]
|
|---|---|
| Authors: | Ichiki, Shingo |
| Publisher: |
[Chūō] : Japan Exchange Group |
| Subject: | Margin calculation method | Clearing | Financial clearing | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Derivat | Derivative | Risikomaß | Risk measure | Japan | 2022-2024 |
| Extent: | 1 Online-Ressource (circa 27 Seiten) Illustrationen |
|---|---|
| Series: | JPX working paper. - [Chūō] : Japan Exchange Group, ZDB-ID 3193786-X. - Vol. vol. 45 (20 January 2025) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015325186