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Search: subject:"margin model"
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1
The Impulsive Approach to procyclicality: Measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions
Gurrola-Pérez, Pedro
;
Murphy, David
- In:
Borsa İstanbul Review
25
(
2025
)
6
,
pp. 1166-1182
measure of its reactiveness. This approach could be used both to measure initial
margin
model
reactiveness, or procyclicality …
Persistent link: https://www.econbiz.de/10015635763
Saved in:
2
The Impulsive Approach to procyclicality : measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions
Gurrola-Pérez, Pedro
;
Murphy, David
- In:
Borsa Istanbul Review
25
(
2025
)
6
,
pp. 1166-1182
measure of its reactiveness. This approach could be used both to measure initial
margin
model
reactiveness, or procyclicality …
Persistent link: https://www.econbiz.de/10015551278
Saved in:
3
What can we expect from a good
margin
model
? : observations from whole-distribution tests of risk-based initial margin models
Murphy, David
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10014485769
Saved in:
4
Alternative margin models for mortgage-backed securities
Li, David
;
Cheruvelil, Roy M.
;
Baklanova, Viktoria
- In:
The journal of financial market infrastructures
11
(
2024
)
2
,
pp. 39-73
Persistent link: https://www.econbiz.de/10014556443
Saved in:
5
Emulating the Standard Initial
Margin
Model
: initial margin forecasting with a stochastic cross-currency basis
Puetter, Christoph M.
;
Renzitti, Stefano
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014489002
Saved in:
6
Evaluating risk and stress-testing challenges for central counterparties
Viollet, Franck
- In:
Journal of securities operations & custody
15
(
2023
)
2
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014267115
Saved in:
7
Discretionary accruals and ownership structure : empirical study from Jordan
Almasarwah, Adel
- In:
International journal of corporate governance : IJCG
10
(
2019
)
3/4
,
pp. 209-247
Persistent link: https://www.econbiz.de/10012155665
Saved in:
8
An economic evaluation of conservation farming practices for the central west of NSW
Farrell, Terence C.
- In:
Australasian Agribusiness Review
16
(
2008
)
improvements in soil structure and nutrient levels. A gross
margin
model
was used to assess benefits over the eight-year period …
Persistent link: https://www.econbiz.de/10010923368
Saved in:
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