Search Results - subject:"margin call"

Margin call risk and leverage constraints : exploring investment horizons and low-risk anomalies in futures markets

Jo, Yonghwan; Jung, Dain - In: Journal of derivatives and quantitative studies : … 33 (2025) 1, pp. 2-22

leverage constraints in futures markets. This study aims to address this gap by focusing on margin call risk. Through bootstrap … simulations with historical datasets, we find that margin call risk increases with longer investment horizons regardless of the … leverage but adjust it in response to margin call risks across all futures sectors, leading them to opt for lower leverage for …

Persistent link: https://www.econbiz.de/10015397304

An inquiry into regulatory margin calls for financial institutions

Bucher, Monika - 2014

Financial regulation; regulatory margin call; financial stability; bank lending; business cycle; Basel III Accord … requirement in the form of a regulatory margin call. Hart and Zingales (2011) propose that financial institutions will have to … margin call is hampered in the presence of asymmetric information with respect to the quality of bank assets. I argue that …

Persistent link: https://www.econbiz.de/10010440845

Limit setting practices of banks in Hungary: Focus on counterparty limits

Homolya, Dániel; Lakatos, Melinda; Mátrai, Róbert; … - In: MNB Bulletin 8 (2013) 3, pp. 49-60

During the financial and economic crisis, non-price type restrictive factors came to the fore in financial markets as well; these mainly consist of limits and margin requirements. Specific relevant signs were observed in the domestic financial markets in late 2011 and early 2012: following the...

Persistent link: https://www.econbiz.de/10010734586

The role of currency swaps in the domestic banking system and the functioning the swap market during the crisis

Páles, Judit; Kuti, Zsolt; Csávás, Csaba - Magyar Nemzeti Bank (MNB) - 2011

The basic purpose of this study is to didactically demonstrate the factors shaping the currency swap stock of domestic banks prior to the crisis and to provide a descriptive analysis of how the structure and the functioning of the market changed during the crisis. The main conclusions of the...

Persistent link: https://www.econbiz.de/10009321189

The role of currency swaps in the domestic banking system and the functioning of the swap market during the crisis

Páles, Judit; Kuti, Zsolt; Csávás, Csaba - 2011

Persistent link: https://www.econbiz.de/10010322414