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CCP risk models for derivatives are “evolving”
23 May 2012
MSCI’s Christopher Finger says there needs to more awareness of how a CCP’s risk model determines how much margin is required when clearing OTC derivatives
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MSCI
CCP
derivatives
A central counterparty’s (CCP) risk model can change the amount of margin dealers and their clients will have to put up when centrally clearing OTC derivatives, according to MSCI’s Christopher Finger, executive director of applied research.
Speaking at MSCI’s Client...
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