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Initial Margin for Non-Centrally Cleared OTC Derivatives – Overview, Modelling and Calibration

Initial Margin for Non-Centrally Cleared OTC Derivatives

A new study from EDHEC-Risk Institute, entitled “Initial Margin for Non-Centrally Cleared OTC Derivatives – Overview, Modelling and Calibration,” provides a detailed overview and analysis of the forthcoming new framework to be used by large financial institutions to determine initial margin (IM) and variation margin (VM) payments when trading non-cleared over-the-counter (OTC) derivatives. Click here […]

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