Review of the OTC Clear Risk-Management Policies for Interest Rate Swaps and Non-Deliverable Forwards: EXECUTIVE SUMMARY Marco AVELLANEDA - Swaps - Document - PDFSEARCH.IO

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	Review of the OTC Clear Risk-Management Policies for Interest Rate Swaps and Non-Deliverable Forwards: EXECUTIVE SUMMARY Marco AVELLANEDA & Rama CONT Add to Reading List Document Date: 2014-11-07 05:31:00 Open Document File Size: 85,83 KB Share Result on Facebook Company Clearing Members / Lehman Brothers / CCP / / Country Hong-Kong / / Currency HKD / / / IndustryTerm finance / derivative products / / Organization OTC Clear / Clearing Fund / Cover-1 Clearing Fund / / Position custodian / / Product CVaR / / ProgrammingLanguage MATLAB / / Technology simulation / Flash / / URL www.finance-concepts.com / / SocialTag Financial system Derivative Futures contract Repurchase agreement Market liquidity Swap Margin Collateral management LCH.Clearnet Financial economics

Review of the OTC Clear Risk-Management Policies for Interest Rate Swaps and Non-Deliverable Forwards: EXECUTIVE SUMMARY Marco AVELLANEDA & Rama CONTAdd to Reading List