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Effects of systemic risk, exchange rate risk and collateral demand: the enforcement of initial margin on South African over‐the‐counter derivatives
In their commitment to implementing G20 regulatory reforms to the over‐the‐counter derivatives market, a critical decision faced by South African Authorities is whether to authorise the use of risk‐sensitive models or the standardised schedule to estimate initial ma...
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| Language: | English |
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School of Economics
2022
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