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To ensure that central counterparties (“CCPs”) are safe in all market conditions the European Union (EU) has adopted legislation, commonly known as the European Market Infrastructure Regulation (“EMIR”) that deals with their organisational requirements, including prudential requirements...
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default swap using a cointegration approach. We demonstrated the existence of a cointegrating relationship between those two …
Persistent link: https://www.econbiz.de/10008797690
Persistent link: https://www.econbiz.de/10001410433