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Stress indicator for clearing houses
Berlinger, Edina; Dömötör, Barbara; Illés, Ferenc; … - In: Central European business review : CEBR 5 (2016) 4, pp. 47-60
Persistent link: https://www.econbiz.de/10011668086
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Optimal margin requirement
Berlinger, Edina; Dömötör, Barbara; Illés, Ferenc - In: Finance research letters 31 (2019), pp. 239-249
Persistent link: https://www.econbiz.de/10012421563
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Anti-cyclical versus risk-sensitive margin strategies in central clearing
Berlinger, Edina; Dömötör, Barbara; Illés, Ferenc - In: Journal of international financial markets, … 62 (2019), pp. 117-131
Persistent link: https://www.econbiz.de/10012262443
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Dynamic margin optimization
Berlinger, Edina; Bihary, Zsolt; Dömötör, Barbara - In: Finance research letters 68 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015063692