Home > Business & Money > Biography & History

After the Crash by O'Halloran Sharyn;Groll Thomas;

Author:O'Halloran, Sharyn;Groll, Thomas; , Date: July 4, 2020 ,Views: 73

After the Crash by O'Halloran Sharyn;Groll Thomas;

Author:O'Halloran, Sharyn;Groll, Thomas;
Language: eng
Format: epub
Tags: HIS036070, History/United States/21st Century, BUS023000, Business & Economics/Economic History
Publisher: Lightning Source Inc. (Tier 3)
Published: 2019-08-10T00:00:00+00:00


Figure 13.13 Histogram of Relative Reduction in EEPE over All Netting Sets. (0 out of 1,378 have more than 150% increase and are not shown, 0 of those have zero VM collateralized EEPE). Mean: −85.78 percent, SD: 20.76 percent

When comparing REG_1 (uncollateralized) vs. REG_4 (VM & IM collateralization) directly, we can see in figure 13.14 that the reduction in exposure is larger and distributed more narrowly compared with just the VM collateralization, see figure 13.12. There are still some netting sets left, which show an increase due to posted variation margin. However, this increase is smaller than under REG_3, as it is partially mitigated by the additional IM collateral.



Download

After the Crash by O'Halloran Sharyn;Groll Thomas;.epub


Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.